Multimodal Priors for Binomial Data


Andrey Rzhetsky gave me some great feedback on my talk at U. Chicago. I want to address one of the points he rasied in this blog post:

What if the prior is multimodal?

This is a reasonable question. When you look at the Mechanical Turk annotation data we have, sensitivities and specificities are suggestively multimodal, with the two modes representing the spammers, and what I’ve decided to call “hammers” (because the opposite of “spam” is “ham” in common parlance).

Here’s a replay from an earlier post, Filtering Out Bad Annotators:

The center of each circle represents the sensitivity and specificity of an annotator relative to the gold standard from Snow et al.’s paper on Mech Turk for NLP.

Beta Priors are Unimodal or Amodal

But a beta distribution \mbox{\sf Beta}(\alpha,\beta) has a single mode at (\alpha-1)/(\alpha + \beta - 2) in the situation where \alpha, \beta > 1, but has no modes if \alpha \leq 1 or \beta \leq 1.

Mixture Priors

One possibility would be to use a mixture of two beta distributions, where for \alpha_1,\beta_1,\alpha_2,\beta_2 > 0 and 0 \leq \lambda \leq 1, we define:

p(\theta|\alpha_1,\beta_1,\alpha_2,\beta_2,\lambda) = \lambda \ \mbox{\sf Beta}(\theta|\alpha_1,\beta_1) + (1 - \lambda) \ \mbox{\sf Beta}(\theta|\alpha_2,\beta_2).

Hierarchical Fit

We can fit the mixture component \lambda along with the parameters of the beta mixture components in the usual way. It’s just one more variable to sample in the Gibbs sampler.

Hierarchical Priors

On the other hand, if you consider baseball batting data, there would be at least two modes in the prior for batting average corresponding to fielding position (i.e. shortstops and second-basemen typically don’t bat as well as outfielders and I imagine there’s more variance in batting ability for infielders). If we didn’t know the fielding position, it’d make sense to use a mixture prior. But if we knew the fielding position, we’d want to create a hierarchical model with a position prior nested inside of a league prior.

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