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2162 andrew gelman stats-2014-01-08-Belief aggregation


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Introduction: Johannes Castner writes: Suppose there are k scientists, each with her own model (Bayesian Net) over m random variables. Then, because the space of Bayesian Nets over these m variables, with the square-root of the Jensen-Shannon Divergence as a distance metric is a closed and bounded space, there exists one unique Bayes Net that is a mixture of the k model joint-distributions which is at equal distance to each of the k models and may be called a “consensus graph.” This consensus graph is in turn a Bayes Net, which can be updated with evidence. The first question is: What are the conditions for which, given a new bit of evidence, the updated consensus graph is exactly the same graph as the consensus graph of the updated k Bayes Nets? In other words, if we arrive at a synthetic model from k models and then update this synthetic model, under what conditions is this the same thing as if we had first updated all k models and then build a synthesis. The second question is: If these ar


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1 Johannes Castner writes: Suppose there are k scientists, each with her own model (Bayesian Net) over m random variables. [sent-1, score-0.178]

2 ” This consensus graph is in turn a Bayes Net, which can be updated with evidence. [sent-3, score-1.058]

3 The first question is: What are the conditions for which, given a new bit of evidence, the updated consensus graph is exactly the same graph as the consensus graph of the updated k Bayes Nets? [sent-4, score-2.601]

4 In other words, if we arrive at a synthetic model from k models and then update this synthetic model, under what conditions is this the same thing as if we had first updated all k models and then build a synthesis. [sent-5, score-1.898]

5 The second question is: If these are not the same, then which of the two would be better and under what conditions, from the perspective of collective learning? [sent-6, score-0.288]

6 It all seems related to various topics of interest to me (see, for example, this presentation from 2003) but I don’t know anything about what he is talking about. [sent-8, score-0.405]


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