{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "Bayesian Inference\n", "==================\n", "\n", "Meaning of Probability in Bayesian Inference\n", "--------------------------------------------\n", "\n", "In the frequentist approach, probability is a limiting frequency. Thus,\n", "probabilities are always associated with random events. In Bayesian\n", "inference, on the other hand, probability is used to quantify your\n", "belief that an unobservable variable has a particular value. For example\n", "a Bayesian can ask questions such as:\n", "\n", "- What is the probability that heritability for milk yield is larger\n", " than 0.5?\n", "\n", "- What is the probability that variability in milk yield is due to\n", " more than 100 loci?\n", "\n", "These Bayesian probabilities are not necessarily associated with a\n", "random experiment that assigns values to the variables in question.\n", "\n", "Essential Elements of Bayesian Inference\n", "----------------------------------------\n", "\n", "- Bayesian inference starts by specifying what you believe about the\n", " parameters or unknowns through prior probabilities. In whole-genome\n", " analyses, we will use a prior probability density to quantify our\n", " belief that the effect of most marker covariates is zero or close to\n", " zero and only a few covariates have effects that deviate from zero.\n", "\n", "- These parameters are related to the data through the model or\n", " “likelihood”, which are conditional probabilities for the data given\n", " the parameters. In whole-genome analyses, this is usually a multiple\n", " regression model with normally distributed residuals.\n", "\n", "- The prior and the likelihood are combined using Bayes theorem to\n", " obtain posterior probabilities, which are conditional probabilities\n", " for the parameters given the data.\n", "\n", "- Inferences about the parameters are based on the posterior.\n", "\n", "Use of Bayes Theorem\n", "--------------------\n", "\n", "- Let $f(\\mathbf{\\theta)}$ denote the prior probability density\n", " for $\\mathbf{\\theta}$.\n", "\n", "- Let\n", " $f(\\mathbf{y}|{\\mathbf{\\theta}})$\n", " denote the likelihood\n", "\n", "- Then, the posterior probability of $\\mathbf{\\theta}$ is: \n", "\n", "\n", "$$\\begin{eqnarray} \n", "f({\\mathbf \\theta}|{\\mathbf y}) \n", "& =\\frac{f({\\mathbf y}|{\\mathbf \\theta})f({\\mathbf \\theta})}{f({\\mathbf y})}\\\\\n", "& \\propto f({\\mathbf y}|{\\mathbf \\theta})f({\\mathbf \\theta})\n", "\\end{eqnarray}$$ \n" ] } ], "metadata": { "kernelspec": { "display_name": "Julia 0.4.0", "language": "julia", "name": "julia-0.4" }, "language": "Julia", "language_info": { "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", "version": "0.4.0" } }, "nbformat": 4, "nbformat_minor": 0 }