Designing Effective Lessons on Probability: a Pilot Study Focused on the Illusion of Linearity
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Effective Program Reasoning Using Bayesian Inference
EFFECTIVE PROGRAM REASONING USING BAYESIAN INFERENCE Sulekha Kulkarni A DISSERTATION in Computer and Information Science Presented to the Faculties of the University of Pennsylvania in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy 2020 Supervisor of Dissertation Mayur Naik, Professor, Computer and Information Science Graduate Group Chairperson Mayur Naik, Professor, Computer and Information Science Dissertation Committee: Rajeev Alur, Zisman Family Professor of Computer and Information Science Val Tannen, Professor of Computer and Information Science Osbert Bastani, Research Assistant Professor of Computer and Information Science Suman Nath, Partner Research Manager, Microsoft Research, Redmond To my father, who set me on this path, to my mother, who leads by example, and to my husband, who is an infinite source of courage. ii Acknowledgments I want to thank my advisor Prof. Mayur Naik for giving me the invaluable opportunity to learn and experiment with different ideas at my own pace. He supported me through the ups and downs of research, and helped me make the Ph.D. a reality. I also want to thank Prof. Rajeev Alur, Prof. Val Tannen, Prof. Osbert Bastani, and Dr. Suman Nath for serving on my dissertation committee and for providing valuable feedback. I am deeply grateful to Prof. Alur and Prof. Tannen for their sound advice and support, and for going out of their way to help me through challenging times. I am also very grateful for Dr. Nath's able and inspiring mentorship during my internship at Microsoft Research, and during the collaboration that followed. Dr. Aditya Nori helped me start my Ph.D. -
1 Dependent and Independent Events 2 Complementary Events 3 Mutually Exclusive Events 4 Probability of Intersection of Events
1 Dependent and Independent Events Let A and B be events. We say that A is independent of B if P (AjB) = P (A). That is, the marginal probability of A is the same as the conditional probability of A, given B. This means that the probability of A occurring is not affected by B occurring. It turns out that, in this case, B is independent of A as well. So, we just say that A and B are independent. We say that A depends on B if P (AjB) 6= P (A). That is, the marginal probability of A is not the same as the conditional probability of A, given B. This means that the probability of A occurring is affected by B occurring. It turns out that, in this case, B depends on A as well. So, we just say that A and B are dependent. Consider these events from the card draw: A = drawing a king, B = drawing a spade, C = drawing a face card. Events A and B are independent. If you know that you have drawn a spade, this does not change the likelihood that you have actually drawn a king. Formally, the marginal probability of drawing a king is P (A) = 4=52. The conditional probability that your card is a king, given that it a spade, is P (AjB) = 1=13, which is the same as 4=52. Events A and C are dependent. If you know that you have drawn a face card, it is much more likely that you have actually drawn a king than it would be ordinarily. -
3.2.3 Binomial Distribution
3.2.3 Binomial Distribution The binomial distribution is based on the idea of a Bernoulli trial. A Bernoulli trail is an experiment with two, and only two, possible outcomes. A random variable X has a Bernoulli(p) distribution if 8 > <1 with probability p X = > :0 with probability 1 − p, where 0 ≤ p ≤ 1. The value X = 1 is often termed a “success” and X = 0 is termed a “failure”. The mean and variance of a Bernoulli(p) random variable are easily seen to be EX = (1)(p) + (0)(1 − p) = p and VarX = (1 − p)2p + (0 − p)2(1 − p) = p(1 − p). In a sequence of n identical, independent Bernoulli trials, each with success probability p, define the random variables X1,...,Xn by 8 > <1 with probability p X = i > :0 with probability 1 − p. The random variable Xn Y = Xi i=1 has the binomial distribution and it the number of sucesses among n independent trials. The probability mass function of Y is µ ¶ ¡ ¢ n ¡ ¢ P Y = y = py 1 − p n−y. y For this distribution, t n EX = np, Var(X) = np(1 − p),MX (t) = [pe + (1 − p)] . 1 Theorem 3.2.2 (Binomial theorem) For any real numbers x and y and integer n ≥ 0, µ ¶ Xn n (x + y)n = xiyn−i. i i=0 If we take x = p and y = 1 − p, we get µ ¶ Xn n 1 = (p + (1 − p))n = pi(1 − p)n−i. i i=0 Example 3.2.2 (Dice probabilities) Suppose we are interested in finding the probability of obtaining at least one 6 in four rolls of a fair die. -
Lecture 2: Modeling Random Experiments
Department of Mathematics Ma 3/103 KC Border Introduction to Probability and Statistics Winter 2021 Lecture 2: Modeling Random Experiments Relevant textbook passages: Pitman [5]: Sections 1.3–1.4., pp. 26–46. Larsen–Marx [4]: Sections 2.2–2.5, pp. 18–66. 2.1 Axioms for probability measures Recall from last time that a random experiment is an experiment that may be conducted under seemingly identical conditions, yet give different results. Coin tossing is everyone’s go-to example of a random experiment. The way we model random experiments is through the use of probabilities. We start with the sample space Ω, the set of possible outcomes of the experiment, and consider events, which are subsets E of the sample space. (We let F denote the collection of events.) 2.1.1 Definition A probability measure P or probability distribution attaches to each event E a number between 0 and 1 (inclusive) so as to obey the following axioms of probability: Normalization: P (?) = 0; and P (Ω) = 1. Nonnegativity: For each event E, we have P (E) > 0. Additivity: If EF = ?, then P (∪ F ) = P (E) + P (F ). Note that while the domain of P is technically F, the set of events, that is P : F → [0, 1], we may also refer to P as a probability (measure) on Ω, the set of realizations. 2.1.2 Remark To reduce the visual clutter created by layers of delimiters in our notation, we may omit some of them simply write something like P (f(ω) = 1) orP {ω ∈ Ω: f(ω) = 1} instead of P {ω ∈ Ω: f(ω) = 1} and we may write P (ω) instead of P {ω} . -
Probability and Counting Rules
blu03683_ch04.qxd 09/12/2005 12:45 PM Page 171 C HAPTER 44 Probability and Counting Rules Objectives Outline After completing this chapter, you should be able to 4–1 Introduction 1 Determine sample spaces and find the probability of an event, using classical 4–2 Sample Spaces and Probability probability or empirical probability. 4–3 The Addition Rules for Probability 2 Find the probability of compound events, using the addition rules. 4–4 The Multiplication Rules and Conditional 3 Find the probability of compound events, Probability using the multiplication rules. 4–5 Counting Rules 4 Find the conditional probability of an event. 5 Find the total number of outcomes in a 4–6 Probability and Counting Rules sequence of events, using the fundamental counting rule. 4–7 Summary 6 Find the number of ways that r objects can be selected from n objects, using the permutation rule. 7 Find the number of ways that r objects can be selected from n objects without regard to order, using the combination rule. 8 Find the probability of an event, using the counting rules. 4–1 blu03683_ch04.qxd 09/12/2005 12:45 PM Page 172 172 Chapter 4 Probability and Counting Rules Statistics Would You Bet Your Life? Today Humans not only bet money when they gamble, but also bet their lives by engaging in unhealthy activities such as smoking, drinking, using drugs, and exceeding the speed limit when driving. Many people don’t care about the risks involved in these activities since they do not understand the concepts of probability. -
5 Stochastic Processes
5 Stochastic Processes Contents 5.1. The Bernoulli Process ...................p.3 5.2. The Poisson Process .................. p.15 1 2 Stochastic Processes Chap. 5 A stochastic process is a mathematical model of a probabilistic experiment that evolves in time and generates a sequence of numerical values. For example, a stochastic process can be used to model: (a) the sequence of daily prices of a stock; (b) the sequence of scores in a football game; (c) the sequence of failure times of a machine; (d) the sequence of hourly traffic loads at a node of a communication network; (e) the sequence of radar measurements of the position of an airplane. Each numerical value in the sequence is modeled by a random variable, so a stochastic process is simply a (finite or infinite) sequence of random variables and does not represent a major conceptual departure from our basic framework. We are still dealing with a single basic experiment that involves outcomes gov- erned by a probability law, and random variables that inherit their probabilistic † properties from that law. However, stochastic processes involve some change in emphasis over our earlier models. In particular: (a) We tend to focus on the dependencies in the sequence of values generated by the process. For example, how do future prices of a stock depend on past values? (b) We are often interested in long-term averages,involving the entire se- quence of generated values. For example, what is the fraction of time that a machine is idle? (c) We sometimes wish to characterize the likelihood or frequency of certain boundary events. -
1 Normal Distribution
1 Normal Distribution. 1.1 Introduction A Bernoulli trial is simple random experiment that ends in success or failure. A Bernoulli trial can be used to make a new random experiment by repeating the Bernoulli trial and recording the number of successes. Now repeating a Bernoulli trial a large number of times has an irritating side e¤ect. Suppose we take a tossed die and look for a 3 to come up, but we do this 6000 times. 1 This is a Bernoulli trial with a probability of success of 6 repeated 6000 times. What is the probability that we will see exactly 1000 success? This is de…nitely the most likely possible outcome, 1000 successes out of 6000 tries. But it is still very unlikely that an particular experiment like this will turn out so exactly. In fact, if 6000 tosses did produce exactly 1000 successes, that would be rather suspicious. The probability of exactly 1000 successes in 6000 tries almost does not need to be calculated. whatever the probability of this, it will be very close to zero. It is probably too small a probability to be of any practical use. It turns out that it is not all that bad, 0:014. Still this is small enough that it means that have even a chance of seeing it actually happen, we would need to repeat the full experiment as many as 100 times. All told, 600,000 tosses of a die. When we repeat a Bernoulli trial a large number of times, it is unlikely that we will be interested in a speci…c number of successes, and much more likely that we will be interested in the event that the number of successes lies within a range of possibilities. -
Bernoulli Random Forests: Closing the Gap Between Theoretical Consistency and Empirical Soundness
Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence (IJCAI-16) Bernoulli Random Forests: Closing the Gap between Theoretical Consistency and Empirical Soundness , , , ? Yisen Wang† ‡, Qingtao Tang† ‡, Shu-Tao Xia† ‡, Jia Wu , Xingquan Zhu ⇧ † Dept. of Computer Science and Technology, Tsinghua University, China ‡ Graduate School at Shenzhen, Tsinghua University, China ? Quantum Computation & Intelligent Systems Centre, University of Technology Sydney, Australia ⇧ Dept. of Computer & Electrical Engineering and Computer Science, Florida Atlantic University, USA wangys14, tqt15 @mails.tsinghua.edu.cn; [email protected]; [email protected]; [email protected] { } Traditional Bernoulli Trial Controlled Abstract Tree Node Splitting Tree Node Splitting Random forests are one type of the most effective ensemble learning methods. In spite of their sound Random Attribute Bagging Bernoulli Trial Controlled empirical performance, the study on their theoreti- Attribute Bagging cal properties has been left far behind. Recently, several random forests variants with nice theoreti- Random Structure/Estimation cal basis have been proposed, but they all suffer Random Bootstrap Sampling Points Splitting from poor empirical performance. In this paper, we (a) Breiman RF (b) BRF propose a Bernoulli random forests model (BRF), which intends to close the gap between the theoreti- Figure 1: Comparisons between Breiman RF (left panel) vs. cal consistency and the empirical soundness of ran- the proposed BRF (right panel). The tree node splitting of dom forests classification. Compared to Breiman’s Breiman RF is deterministic, so the final trees are highly data- original random forests, BRF makes two simplifi- dependent. Instead, BRF employs two Bernoulli distributions cations in tree construction by using two indepen- to control the tree construction. -
1 — a Single Random Variable
1 | A SINGLE RANDOM VARIABLE Questions involving probability abound in Computer Science: What is the probability of the PWF world falling over next week? • What is the probability of one packet colliding with another in a network? • What is the probability of an undergraduate not turning up for a lecture? • When addressing such questions there are often added complications: the question may be ill posed or the answer may vary with time. Which undergraduate? What lecture? Is the probability of turning up different on Saturdays? Let's start with something which appears easy to reason about: : : Introduction | Throwing a die Consider an experiment or trial which consists of throwing a mathematically ideal die. Such a die is often called a fair die or an unbiased die. Common sense suggests that: The outcome of a single throw cannot be predicted. • The outcome will necessarily be a random integer in the range 1 to 6. • The six possible outcomes are equiprobable, each having a probability of 1 . • 6 Without further qualification, serious probabilists would regard this collection of assertions, especially the second, as almost meaningless. Just what is a random integer? Giving proper mathematical rigour to the foundations of probability theory is quite a taxing task. To illustrate the difficulty, consider probability in a frequency sense. Thus a probability 1 of 6 means that, over a long run, one expects to throw a 5 (say) on one-sixth of the occasions that the die is thrown. If the actual proportion of 5s after n throws is p5(n) it would be nice to say: 1 lim p5(n) = n !1 6 Unfortunately this is utterly bogus mathematics! This is simply not a proper use of the idea of a limit. -
Probabilities, Random Variables and Distributions A
Probabilities, Random Variables and Distributions A Contents A.1 EventsandProbabilities................................ 318 A.1.1 Conditional Probabilities and Independence . ............. 318 A.1.2 Bayes’Theorem............................... 319 A.2 Random Variables . ................................. 319 A.2.1 Discrete Random Variables ......................... 319 A.2.2 Continuous Random Variables ....................... 320 A.2.3 TheChangeofVariablesFormula...................... 321 A.2.4 MultivariateNormalDistributions..................... 323 A.3 Expectation,VarianceandCovariance........................ 324 A.3.1 Expectation................................. 324 A.3.2 Variance................................... 325 A.3.3 Moments................................... 325 A.3.4 Conditional Expectation and Variance ................... 325 A.3.5 Covariance.................................. 326 A.3.6 Correlation.................................. 327 A.3.7 Jensen’sInequality............................. 328 A.3.8 Kullback–LeiblerDiscrepancyandInformationInequality......... 329 A.4 Convergence of Random Variables . 329 A.4.1 Modes of Convergence . 329 A.4.2 Continuous Mapping and Slutsky’s Theorem . 330 A.4.3 LawofLargeNumbers........................... 330 A.4.4 CentralLimitTheorem........................... 331 A.4.5 DeltaMethod................................ 331 A.5 ProbabilityDistributions............................... 332 A.5.1 UnivariateDiscreteDistributions...................... 333 A.5.2 Univariate Continuous Distributions . 335 -
Probability Theory
Probability Theory Course Notes — Harvard University — 2011 C. McMullen March 29, 2021 Contents I TheSampleSpace ........................ 2 II Elements of Combinatorial Analysis . 5 III RandomWalks .......................... 15 IV CombinationsofEvents . 24 V ConditionalProbability . 29 VI The Binomial and Poisson Distributions . 37 VII NormalApproximation. 44 VIII Unlimited Sequences of Bernoulli Trials . 55 IX Random Variables and Expectation . 60 X LawofLargeNumbers...................... 68 XI Integral–Valued Variables. Generating Functions . 70 XIV RandomWalkandRuinProblems . 70 I The Exponential and the Uniform Density . 75 II Special Densities. Randomization . 94 These course notes accompany Feller, An Introduction to Probability Theory and Its Applications, Wiley, 1950. I The Sample Space Some sources and uses of randomness, and philosophical conundrums. 1. Flipped coin. 2. The interrupted game of chance (Fermat). 3. The last roll of the game in backgammon (splitting the stakes at Monte Carlo). 4. Large numbers: elections, gases, lottery. 5. True randomness? Quantum theory. 6. Randomness as a model (in reality only one thing happens). Paradox: what if a coin keeps coming up heads? 7. Statistics: testing a drug. When is an event good evidence rather than a random artifact? 8. Significance: among 1000 coins, if one comes up heads 10 times in a row, is it likely to be a 2-headed coin? Applications to economics, investment and hiring. 9. Randomness as a tool: graph theory; scheduling; internet routing. We begin with some previews. Coin flips. What are the chances of 10 heads in a row? The probability is 1/1024, less than 0.1%. Implicit assumptions: no biases and independence. 10 What are the chance of heads 5 out of ten times? ( 5 = 252, so 252/1024 = 25%). -
Why Retail Therapy Works: It Is Choice, Not Acquisition, That
ASSOCIATION FOR CONSUMER RESEARCH Labovitz School of Business & Economics, University of Minnesota Duluth, 11 E. Superior Street, Suite 210, Duluth, MN 55802 Why Retail Therapy Works: It Is Choice, Not Acquisition, That Primarily Alleviates Sadness Beatriz Pereira, University of Michigan, USA Scott Rick, University of Michigan, USA Can shopping be used strategically as an emotion regulation tool? Although prior work demonstrates that sadness encourages spending, it is unclear whether and why shopping actually alleviates sadness. Our work suggests that shopping can heal, but that it is the act of choosing (e.g., between money and products), rather than the act of acquiring (e.g., simply being endowed with money or products), that primarily alleviates sadness. Two experiments that induced sadness and then manipulated whether participants made monetarily consequential choices support our conclusions. [to cite]: Beatriz Pereira and Scott Rick (2011) ,"Why Retail Therapy Works: It Is Choice, Not Acquisition, That Primarily Alleviates Sadness", in NA - Advances in Consumer Research Volume 39, eds. Rohini Ahluwalia, Tanya L. Chartrand, and Rebecca K. Ratner, Duluth, MN : Association for Consumer Research, Pages: 732-733. [url]: http://www.acrwebsite.org/volumes/1009733/volumes/v39/NA-39 [copyright notice]: This work is copyrighted by The Association for Consumer Research. For permission to copy or use this work in whole or in part, please contact the Copyright Clearance Center at http://www.copyright.com/. 732 / Working Papers SIGNIFICANCE AND Implications OF THE RESEARCH In this study, we examine how people’s judgment on the probability of a conjunctive event influences their subsequent inference (e.g., after successfully getting five papers accepted what is the probability of getting tenure?).