Evidence functions: a compositional approach to information

The discrete case of Bayes’ formula is considered the paradigm of information acquisition. Prior and posterior probability functions, as well as likelihood functions, called evidence functions, are compositions following the Aitchison geometry of the simplex, and have thus vector character. Bayes’ f...

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Detalles Bibliográficos
Autores: Egozcue, Juan-José, Pawlowsky-Glahn, Vera
Tipo de recurso: artículo
Fecha de publicación:2018
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2117/178505
Acceso en línea:https://hdl.handle.net/2117/178505
Access Level:acceso abierto
Palabra clave:Evidence function
Bayes’ formula
Aitchison geometry
compositions
orthonormal basis
simplex
scalar information
Classificació AMS::60 Probability theory and stochastic processes::60A Foundations of probability theory
Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory
Classificació AMS::62 Statistics::62E Distribution theory
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
Descripción
Sumario:The discrete case of Bayes’ formula is considered the paradigm of information acquisition. Prior and posterior probability functions, as well as likelihood functions, called evidence functions, are compositions following the Aitchison geometry of the simplex, and have thus vector character. Bayes’ formula becomes a vector addition. The Aitchison norm of an evidence function is introduced as a scalar measurement of information. A fictitious fire scenario serves as illustration. Two different inspections of affected houses are considered. Two questions are addressed: (a) which is the information provided by the outcomes of inspections, and (b) which is the most informative inspection.