Stellenbosch, South Africa, 23-26 November 2013.
Material related to the lectures by
- Slides and more
- bayes2013c.pdf, with related matter:
- Concerning frequentistic confidence levels
and confidence intervals (that do not
tell us how much we should be confident on something):
- Chapter 1 of Ref., plus sec. 10.7 there ('Frequentistic coverage')
- Neyman's recommandation to practitioners ("If you are asked whether you `believe' that
c belongs to the confidence interval you must refuse to answer", etc.)
can be found in note 61, p.50, of Ref..
- The ultimate confidence intervals calculator (strictly adhering to Neyman's prescriptions!)
- For the vitious reasoning leading 'confidence intervals': Ref.
- Error Vs Uncertainty: → GUM
- Asymmetric uncertainties: see Ref.
- About Jaynes/MaxEnt 'followers':
- About de Finetti's verifiability:
- Sec. 10.5.2 in Ref., pp. 224-225.
- About the biased Bayesian estimators and Monte Carlo
checks of Bayesian procedures:
- Bayesian Reasoning in data analysis
- Probably a discovery: Bad mathematics means rough scientific communication
- Bayesian inference in processing experimental data: principles and basic applications
- A defense of Columbo (and of the use of Bayesian inference in forensics): A multilevel introduction to probabilistic reasoning
- About the proof of the so called exact classical confidence intervals. Where is the trick?
- Asymmetric uncertainties: sources, treatment and possible dangers
→ Much more here
- An extra reference
- Daniel Kahneman, Thinking, Fast and Slow,
an enlighting book about 'priors and reasoning' in everyday life
(with insights even in Bayesian reasoning)
- Software for the examples of my lectures
(Not scrictly needed!
This info is provided just in the case someone wants to reproduce
some of my examples, expecially if he/she comes
with the software already installed on laptops.)
- For info, documentation and installation see the
R web site
(to Ubuntu users: sudo apt-get install r-base;
then R to execute it)
- For those who already know Mathlab/Octave:
- As first sessions you can esecute by cut/paste
the commands contained in the following files
from my web page dedicated to R
(don't care of Italian comments: just execute the commands
and in case of doubt use the help, eg. '?rnorm',
'?hist', etc )
(Note: in the examples only the Windows version, with GUI,
will be used):
- Download OpenBUGS322setup.exe
from the downloads page (local copy,
since in the past weeks I experienced
instability of the OpenBUGS site) and install it.
→ to Linux users: it runs rather well under the
latest versions of Wine:
in case of error try to upgrade Wine
and it should go.
- Particle identification
- Preliminary tests (no inference!)
- Particle inference
- Beam composition inference
- Why OpenBUGS?
- You begin focusing on modelling instead of
fooling around with the technical details of MCMC
(needed at a certain point).
- The package contains many examples ready to be run,
which include the underlying graphical model
and detailed explanation, and you might learn probability
distribution you never tought about them and that perhaps
might be suited to your problem, instead of trying to
do everithing with binomial, Poisson and normal distributions
that unfortunatly are the only pdf physicists know about.
- Many tutorials and books available,
which include example code. Search e.g. the
following key words on
(OpenBUGS is the opensource continuation of WinBUGS, but
the underlying ideas are the same)
- bayesian winbugs
- bayesian openbugs
- Other software
Note: in this section I just show how I managed to install root
and then BAT on a laptop with Ubuntu 12.04 LTS, where I had
compilers and cernlib (some preinstallation would
be needed in other cases).
I hope this information would be useful to somebody,
but no garantee is given, because installing root might be not that simple,
unfortunatly Ubuntu binaries seems unavailable and the instructions
at CERN are quite long and discourage non computer experts.
[11 November 2013]
- Install packages required to compile root with
the required options.
was missing. Then:
sudo apt-get install libgsl0-dev
- Download latest version of root
from this site
(in date 11 November 2013 I downloaded
root_v5.34.11.source.tar.gz, so in the following I'll refer to that file).
→ I saved it in
but you can place alsewhere alse, e.g. in your home directory
(in the following the dir
name will be highlighted so that
you can replace with
the directory name you choose)
[note: in my laptop I made this directory writable by
'all' users, which means only me...
If this is not
the case in your computer, you need to 'sudo' the following commands]
- Uncompress, configure and compile:
- tar -xzf root_v5.34.11.source.tar.gz
- cd root
- Resulting message:
Enabled support for asimage, astiff, builtin_afterimage, builtin_ftgl, builtin_glew, builtin_lzma, cintex, explicitlink, genvector, krb5, ldap, mathmore, memstat, mysql, opengl, python, reflex, shadowpw, shared, ssl, tmva, x11, xft, xml
→ check the presence of
needed by BAT (and mathmore requires GLS -- see above)
[... it takes MUCH time: in my case about
40 minutes on a i7 quad-core with 8GB RAM and
solid state disk !!]
- Prepare to execute:
- add the following line
at the end of the following files
~/.bashrc [this is only for you -- that's enough if are the only user]
/etc/.bashrc [this is for all users]
or just open a new bash shell
[users of csh
should use /usr/local/src/root/bin/thisroot.csh]
[type '.q' to quit]
- Download BAT from the BAT web site
(in date 11 November 2013 I downloaded
→ which I also saved in
- Uncompress, configure and compile
- tar -xzf BAT-0.9.3.tar.gz
- cd BAT-0.9.3
- sudo make install
- Set path:
- issue the command
- and for future sessions insert the coommand
at the end of .bashrc or of /etc/bash.bashrc
- Run an example from the ad hoc dir
myBAT (in order to leave the original dir untouched)
- mkdir myBAT
- cd myBAT
- cp -r /usr/local/src/BAT-0.9.3/examples .
- cd examples/basic/poisson
- acroread PoissonModel_plots.pdf &
- What else? I will try to learn it during the school
G. D'Agostini home page