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Bayes' Theorem Explained [3Blue1Brown]

The Fascinating 800 Year History of Bayes‘ Theorem
"Probability theory is nothing but common sense reduced to calculation" – Pierre-Simon Laplace

Bayes‘ theorem has become an integral part of modern data science, AI and research methodology over the past 50 years. But its origins date back centuries! Developed in the 1700s, this counterintuitive mathematical formula for "learning from evidence" revolutionized science and statistical thinking.

Let‘s explore the winding 800 year history that made Bayes‘ theorem the celebrated cornerstone of rational thinking it is today!

13th Century Beginnings
Long before Reverend Thomas Bayes was born, seeds of his eponymous theorem took root in the form of arcane gambling probability puzzles called "problems of points". One such puzzle was analyzed by monk Luca Pacioli in 1494, but it would take 3 more centuries before Bayes unlocked the full flowering of probabilistic reasoning…

1763 – Thomas Bayes Publishes First Version
Born in England in 1702, Bayes was a minister and amateur mathematician who became the first to define "inverse probability" – calculating a cause from its observed effect. Though not published formally until after his death in 1761, his work established modern Bayesian statistics.

As one modern statistics professor put it: "Bayes set the stage for a radical way of doing science, showing how we learn about the universe from the evidence trail it leaves behind."

Early 1800s – Laplace Generalizes Bayes‘ Theorem
The brilliant French scholar Pierre-Simon Laplace built upon Bayes‘ ideas in his 1812 book analyzing celestial mechanics, biomathematics and more. He proved Bayes‘ theorem for "all possible cases", introduced prior probability formulations and cemented Bayesian thinking as fundamental to the scientific method.

In Laplace‘s words:

"It is remarkable that a science which began with the consideration of games of chance, should have become the most important object of human knowledge."

1900-1960s – Frequentism Dominates Statistics
Despite Laplace‘s advancements, for much of the early 20th century Bayesian approaches fell out of favor among statisticians. Frequentist methods, introduced by R.A Fisher, Neyman and Egon Pearson instead sought to model probabilities from repeated experiments and observational datasets.

But as one 1998 study noted: "the Bayesian approach permits the incorporation of prior knowledge, allows for the direct quantification of uncertainty, and permits probabilistic statements to be made…"

These benefits would soon lead to Bayes‘ comeback kid moment!

Modern Revival – Computational Power Unlocks Bayesian Potential

With the rise of computing in the 1980s and 1990s, Bayesian methods saw a resurgence. Complex probabilistic models and statistical inference that were once impossible to calculate by hand became feasible. Tech giants like Microsoft and IBM invested heavily in developing Bayesian programming and modeling techniques.

At the same time, scientists like James Bernardo and Adrian Smith forcefully argued the conceptual superiority of Bayesian reasoning over entrenched frequentist dogma. Finally statisticians broadly recognized the benefits Laplace had hailed 2 centuries prior!

Across every scientific field, from epidemiology to economics to AI, Bayes theorem transformed from obscure probability puzzle into established analytical framework. Let‘s explore some real-world examples…

Case Studies: Bayes in Action
Bayesian techniques now facilitate breakthroughs and data-driven decisions across domains each and every day. Let‘s see how the theorem shapes real world outcomes in various industries:

Business – Market Forecasting
• Prior – Project next year‘s laptop sales based on previous years‘ data and market trend predictions
• Likelihood – a major component shortage is reported due to supply chain issues
• Posterior – updated sales forecast incorporates both previous expectations and new shortage information

Politics – Election Modeling
• Prior – Pre-election polls provide baseline prediction for candidate win odds
• Likelihood – Early voting turnout data comes in from key districts
• Posterior – Likelihood of victory updated given new voter data that confirms or contradicts polls

Medicine – Diagnosis Accuracy
• Prior – Initial diagnosis based on patient symptoms and demographics
• Likelihood – Blood tests indicate markers consistent with diagnosis
• Posterior – Doctor updates diagnosis odds given confirming or contradictory lab results

Technology – Facial Recognition
• Prior – Algorithm baseline identification from database facial measurements
• Likelihood – Matching scores from pixel analysis of new image input
• Posterior – Updated probability that image contains target face based on prior and likelihood matches

Law – DNA Evidence
• Prior – Default odds defendant committed crime based on case evidence
• Likelihood – Genetics report assessing how well DNA sample matches defendant
• Posterior – Revised odds fact trier assigns to defendant guilt given DNA

The common thread? In all cases Bayes‘ theorem enables the quantitative incorporation of new evidence to revise and improve initial belief estimates – the very essence of learning!

Why Bayesian Thinking Aligns with Gamer Perspectives
Interestingly, Bayes‘ genius lines up well with gamer mentalities! Updating odds of an event to make optimal choices? Continually learning and adapting strategy using information gathered? Determining probabilistic outcomes under uncertainty? This describes high score hunting in everything from FPS deathmatches to poker!

Bayesian tactics mirror the following core gamer attributes:

💡 Pattern Recognition – Connecting new data points with prior experience to set future expectations shades of heatmap software tracing opponent tendencies in Starcraft or CS:GO.

💡 Predictive Modeling – Continually updating likely outcomes given limited info through iterative learning processes much like guessing boss attack sequences in Dark Souls or Elden Ring fights.

💡 Experimental Simulation – Running observational tests to shift belief probabilities similar to min-maxing DPS output with different game item/skill combinations.

At its core, Bayesian thinking is the gamification of evidence-based strategy optimization. Perhaps that insight enables intuitive understanding of this pillar of data science. Mastering Bayesian strategy leads to high scores in statistical matchups as surely as combat arenas! Let‘s level up…

Bayesian Stats – Cutting Edge Research Frontiers
Now integrated throughout academic research andindustry applications, Bayes continues inspiring new statistical breakthroughs over two centuries since its namesakes thought experiments. Highlighted below are some research paper examples across multiple disciplines and journals showcasing modern advances:

Stan Development Team. 2022. "Stan Modeling Language: User‘s Guide and Reference Manual." Bayesian inference platform allowing custom probabilistic modeling. Implemented for computational chemistry, epidemiology, psychology, engineering and economics research.

Kruschke, John. 2014. "Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan" 2nd Ed. Provides programs for conducting full Bayesian data analyses across biological, behavioral and social sciences. Demonstrates flexible modeling options.

Gal, Y. 2016. "Uncertainty in Deep Learning." PhD Thesis. University of Cambridge. Proposes new Bayesian deep learning techniques combining neural networks with Bayesian probabilistic models to quantify uncertainty in dataset predictions.

Lewandowski, Daniel, et al. 2022. "Generating Factual Text Summaries from Plausible Allegations." Proc. of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). Novel Bayesian natural language generation approach accurately distinguishing factual evidence from questionable claims.

Kass, Robert E. 2011. "Statistical Inference: The Big Picture." Statistical Science. High level explanation of the utility of Bayesian inference and formal epistemology as a "way of thinking"for rational evidence analysis. Provides theoretical grounding.

This cutting edge research offers just a glimpse into the expanding frontiers of Bayesian applications 200 years after Thomas Bayes first probabilistic musings. From AI safety to computational chemistry and beyond, Bayesian industrious followers carry the torch lighting new scientific and analytical horizons.

Limitations and Misconceptions
While Bayes‘ theorem facilitates powerful analytical reasoning, it remains an abstract model with assumptions and limitations affecting appropriate use. Studies estimate 30-50% of published scientific papers using Bayesian statistics contain fundamental errors in application or interpretation.

Some primary limitations include:

• Subjective Priors – Researchers must define initial priors quantitatively, leaving room for bias, poor intuitions or miscalibration. Bad inputs lead to invalid posterior outputs.

• Margin of Error – precision confidence intervals around predictive probabilities are rarely provided or defined. Point value estimates ignore variance questions.

• Misinterpretation – common fallacies conflate conditional/joint/overall probabilities derived from Bayes‘ rule leading to incorrect conclusions about causation or event likelihoods.

• Computation Challenges – Numerical stability issues, incomplete convergence and dimensionality concerns plague complex Bayesian models exceeding software/hardware limitations.

Essentially Bayes requires carefully constructed, validated models using rigorous cross-disciplinary statistical skills for robust conclusions, limitations some practitioners ignore. Integrating skepticism, alternate frequentist methods and validation techniques helps mitigate issues in properly constrained Bayesian applications.

Societal Implications – Bayesian Reasoning Applied
While abstract as a mathematical theorem, Bayes pioneering proof that beliefs should update given new evidence sparked a quantitative revolution transforming medicine, communications, transit, governance and beyond. Any sector where data-driven decisions shape lives and policies.

• Doctors leverage diagnostic odds ratios to prescribe treatments balancing patient health outcomes and risks – power of Bayesian clinical trials.

• Officials forecast county infection curves helping hospitals, businesses prepare using Bayesian epidemiological models – improved crisis response.

• Judges utilize DNA random match probability statistics shaped by Bayesian frameworks in weighing criminal verdicts – societal justice implications.

• Search engines refine relevance algorithms through iterative Bayesian filtering of user clickstream patterns – promoting digital discovery.

• Autonomous vehicles continuously update environmental threat detection models as new sensor data emerges using Bayesian perception systems – enhanced transit safety.

Across society, Bayesian reasoning empirically provides the elastic rigor to update beliefs and policies as new evidence warrants. Acknowledging this responsibility, Bayes inductive legacy continues ripening two centuries hence through rational embrace of data-driven change.

The 3Blue1Brown Bayesian Explanation
Hopefully by now the history, applications and societal role of Bayesʼ theorem proves just how revolutionary this concept has become over 800 years! But grasping the mathematical formula itself can still bewilder students and professionals alike.

This is where the talented animators at 3Blue1Brown provide perhaps the most intuitive and visual introduction to Bayesian reasoning ever created. Let‘s recap their brilliant breakdown…

By focusing on the conceptual building blocks of Bayes‘ theorem through examples rather than formula symbols, the 12 minute video makes tangible the linked chain of probabilistic logic. Step-by-step viewers understand how prior beliefs update into posterior probabilities by incorporating new evidence likelihoods.

Key morsels of wisdom imparted include:

💡 Bayesian thinking requires assessing the probability rather than binary true/false evaluation of beliefs to enable incremental knowledge growth in the face of uncertainty.

💡 Beliefs should update based on the "likelihood" or probability that new evidence would occur given that belief is actually true. Surprising evidence shifts beliefs more.

💡 Bayes‘ theorem simply provides the calculation framework for rationally updating beliefs through this evidence incorporation process – a guide rather than dictator.

Through visual animations of overlapping probability fields and clear disease testing examples, the video makes graspable the notational math belying most textbook descriptions of Bayesian updating. By tangibly demonstrating belief revision in action, 3Blue1Brown ability to find signal in the statistical noise comes into full focus.

The intuitive and graphical approach stimulates both right brained visual acuity and left brained numeracy – dual modal learning maximizing intellectual adhesion. Future math video creators would do well in emulating such creative pedagogy brilliance!

Conclusion
While originally discovered by an amateur mathematician centuries ago, Bayes‘ theorem emerged as the crown jewel of the ongoing probability reasoning revolution in modern statistics, machine learning and data science. Its elegant formalization of learning through evidence leaves no doubt as to Laplace‘s classification of probability theory as "common sense reduced to calculation".

Yet as the 3Blue1Brown video perfectly illustrates, human intuition still falters on fully internalizing the Bayesian worldview without the help of visualizations and examples. By elucidating key concepts piece by piece, we construct the Bayesian chain mail armor protecting deductions against foolhardy all or nothing assumptions.

From gaming odds adjustments to medical diagnoses to AI classifications and more, Bayesʼ enduring analytical framework strengthens the collective intelligence of mankind one posterior probability at a time. Here‘s to 800 more years of Bayesian breakthroughs yet to come! What fruit might this probabilistic Bayesian branch bear next?

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