The variance transform and the resolution transform are particular examples of the general class of belief transforms. Suppose that we specify two inner products , , over , derived perhaps from alternative prior formulations or alternative sampling frames. Provided that
then we may define a bounded, self-adjoint transform T on , under inner product , with norm , for which
T is termed the belief transform for , associated with . For example, the variance transform is obtained by selecting to be the inner product , and to be the adjusted covariance inner product , so that
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 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 be the belief transform for associated with . Then we have
(operator multiplication is by composition, namely ), as
This relation allows us to decompose a particular comparison into constituent stages. For example, if we wish to adjust [B] by , then we may decompose the overall variance transform , into the product
where is the variance transform applied to the adjusted space [B/D], so that
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.