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Comparing inner products

The variance transform and the resolution transform are particular examples of the general class of belief transforms. Suppose that we specify two inner products tex2html_wrap_inline5034 , tex2html_wrap_inline5036 , over tex2html_wrap_inline3820 , derived perhaps from alternative prior formulations or alternative sampling frames. Provided that

equation1319

then we may define a bounded, self-adjoint transform T on tex2html_wrap_inline3820 , under inner product tex2html_wrap_inline5034 , with norm tex2html_wrap_inline4693 , for which

equation1328

T is termed the belief transform for tex2html_wrap_inline5034 , associated with tex2html_wrap_inline5036 . For example, the variance transform tex2html_wrap_inline4627 is obtained by selecting tex2html_wrap_inline5034 to be the inner product tex2html_wrap_inline5054 , and tex2html_wrap_inline5036 to be the adjusted covariance inner product tex2html_wrap_inline3770 , so that

displaymath5030

Just as the eigenstructure of the variance transform summarises the comparison between the prior and adjusted variance specification, so does the eigenstructure of a general belief transform summarise the comparison between any two inner products. The ratio tex2html_wrap_inline5066 will be large/ near one / small according as whether X has large components corresponding to eigenvectors with large/ near one / small eigenvalues.

Belief transforms provide a natural way to compare sequences of inner products, as they are multiplicative. Let tex2html_wrap_inline4723 be the belief transform for tex2html_wrap_inline5068 associated with tex2html_wrap_inline5070 . Then we have

equation1350

(operator multiplication is by composition, namely tex2html_wrap_inline5072 ), as

displaymath5031

This relation allows us to decompose a particular comparison into constituent stages. For example, if we wish to adjust [B] by tex2html_wrap_inline4848 , then we may decompose the overall variance transform tex2html_wrap_inline5076 , into the product

equation1365

where tex2html_wrap_inline4737 is the variance transform tex2html_wrap_inline4739 applied to the adjusted space [B/D], so that

equation1370

Such multiplicative forms offer a natural sequential construction for a complicated belief transform. They also allow us to apply the collection of interpretive and diagnostic tools that we have developed to each stage of a belief comparison or adjustment.


David Wooff
Thu Oct 15 11:56:54 BST 1998