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Mar 11

Deep Probability Estimation

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or whether a patient has died or not), because the ground-truth probabilities of the events of interest are typically unknown. The problem is therefore analogous to binary classification, with the difference that the objective is to estimate probabilities rather than predicting the specific outcome. This work investigates probability estimation from high-dimensional data using deep neural networks. There exist several methods to improve the probabilities generated by these models but they mostly focus on model (epistemic) uncertainty. For problems with inherent uncertainty, it is challenging to evaluate performance without access to ground-truth probabilities. To address this, we build a synthetic dataset to study and compare different computable metrics. We evaluate existing methods on the synthetic data as well as on three real-world probability estimation tasks, all of which involve inherent uncertainty: precipitation forecasting from radar images, predicting cancer patient survival from histopathology images, and predicting car crashes from dashcam videos. We also give a theoretical analysis of a model for high-dimensional probability estimation which reproduces several of the phenomena evinced in our experiments. Finally, we propose a new method for probability estimation using neural networks, which modifies the training process to promote output probabilities that are consistent with empirical probabilities computed from the data. The method outperforms existing approaches on most metrics on the simulated as well as real-world data.

Fair coins tend to land on the same side they started: Evidence from 350,757 flips

Many people have flipped coins but few have stopped to ponder the statistical and physical intricacies of the process. In a preregistered study we collected 350{,}757 coin flips to test the counterintuitive prediction from a physics model of human coin tossing developed by Diaconis, Holmes, and Montgomery (DHM; 2007). The model asserts that when people flip an ordinary coin, it tends to land on the same side it started -- DHM estimated the probability of a same-side outcome to be about 51%. Our data lend strong support to this precise prediction: the coins landed on the same side more often than not, Pr(same side) = 0.508, 95% credible interval (CI) [0.506, 0.509], BF_{same-side bias} = 2359. Furthermore, the data revealed considerable between-people variation in the degree of this same-side bias. Our data also confirmed the generic prediction that when people flip an ordinary coin -- with the initial side-up randomly determined -- it is equally likely to land heads or tails: Pr(heads) = 0.500, 95% CI [0.498, 0.502], BF_{heads-tails bias} = 0.182. Furthermore, this lack of heads-tails bias does not appear to vary across coins. Additional exploratory analyses revealed that the within-people same-side bias decreased as more coins were flipped, an effect that is consistent with the possibility that practice makes people flip coins in a less wobbly fashion. Our data therefore provide strong evidence that when some (but not all) people flip a fair coin, it tends to land on the same side it started. Our data provide compelling statistical support for the DHM physics model of coin tossing.

The probabilistic world

Physics is based on probabilities as fundamental entities of a mathematical description. Expectation values of observables are computed according to the classical statistical rule. The overall probability distribution for one world covers all times. The quantum formalism arises once one focuses on the evolution of the time-local probabilistic information. Wave functions or the density matrix allow the formulation of a general linear evolution law for classical statistics. The quantum formalism for classical statistics is a powerful tool which allows us to implement for generalized Ising models the momentum observable with the associated Fourier representation. The association of operators to observables permits the computation of expectation values in terms of the density matrix by the usual quantum rule. We show that probabilistic cellular automata are quantum systems in a formulation with discrete time steps and real wave functions. With a complex structure the evolution operator for automata can be expressed in terms of a Hamiltonian involving fermionic creation and annihilation operators. The time-local probabilistic information amounts to a subsystem of the overall probabilistic system which is correlated with its environment consisting of the past and future. Such subsystems typically involve probabilistic observables for which only a probability distribution for their possible measurement values is available. Incomplete statistics does not permit to compute classical correlation functions for arbitrary subsystem-observables. Bell's inequalities are not generally applicable.