the Flatland paradox [#2]

May 26, 2015

(This article was first published on Xi'an's Og » R, and kindly contributed to R-bloggers)

flatlandAnother trip in the métro today (to work with Pierre Jacob and Lawrence Murray in a Paris Anticafé!, as the University was closed) led me to infer—warning!, this is not the exact distribution!—the distribution of x, namely

f(x|N) = \frac{4^p}{4^{\ell+2p}} {\ell+p \choose p}\,\mathbb{I}_{N=\ell+2p}

since a path x of length l(x) will corresponds to N draws if N-l(x) is an even integer 2p and p undistinguishable annihilations in 4 possible directions have to be distributed over l(x)+1 possible locations, with Feller’s number of distinguishable distributions as a result. With a prior π(N)=1/N on N, hence on p, the posterior on p is given by

\pi(p|x) \propto 4^{-p} {\ell+p \choose p} \frac{1}{\ell+2p}

Now, given N and  x, the probability of no annihilation on the last round is 1 when l(x)=N and in general

\frac{4^p}{4^{\ell+2p}}{\ell-1+p \choose p}\big/\frac{4^p}{4^{\ell+2p}}{\ell+p \choose p}=\frac{\ell}{\ell+p}=\frac{2\ell}{N+\ell}

which can be integrated against the posterior. The numerical expectation is represented for a range of values of l(x) in the above graph. Interestingly, the posterior probability is constant for l(x) large  and equal to 0.8125 under a flat prior over N.

flatelGetting back to Pierre Druilhet’s approach, he sets a flat prior on the length of the path θ and from there derives that the probability of annihilation is about 3/4. However, “the uniform prior on the paths of lengths lower or equal to M” used for this derivation which gives a probability of length l proportional to 3l is quite different from the distribution of l(θ) given a number of draws N. Which as shown above looks much more like a Binomial B(N,1/2).

flatpostHowever, being not quite certain about the reasoning involving Fieller’s trick, I ran an ABC experiment under a flat prior restricted to (l(x),4l(x)) and got the above, where the histogram is for a posterior sample associated with l(x)=195 and the gold curve is the potential posterior. Since ABC is exact in this case (i.e., I only picked N’s for which l(x)=195), ABC is not to blame for the discrepancy! Here is the R code that goes with the ABC implementation:

#ABC version
for (t in 1:T){
#generate a path
#eliminate U-turns
  while (sum(uturn>0)){
#subsample to get exact posterior

Filed under: Books, Kids, R, Statistics, University life Tagged: ABC, combinatorics, exact ABC, Flatland, improper priors, Larry Wasserman, marginalisation paradoxes, paradox, Pierre Druilhet, random walk, subjective versus objective Bayes, William Feller

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