Cyan comments on Are calibration and rational decisions mutually exclusive? (Part one) - Less Wrong

3 Post author: Cyan 23 July 2009 05:15AM

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Comment author: Cyan 27 July 2009 04:57:51PM *  0 points [-]

Gibbs sampling and EM aren't relevant to the ideas of this post.

Neither Gibbs sampling nor EM is intrinsically Bayesian or frequentist. EM is just a maximization algorithm useful for certain special cases; the maximized function could be a likelihood or a posterior density. Gibbs sampling is just a MCMC algorithm; usually the target distribution is a Bayesian posterior distribution, but it doesn't have to be.

Comment author: PhilGoetz 04 August 2009 09:23:06PM 1 point [-]

You said, "seek a prior that guarantees posterior calibration." That's what both EM and Gibbs sampling do, which is why I asked.

Comment author: Cyan 04 August 2009 09:30:25PM 0 points [-]

You and I have very different understandings of what EM and Gibbs sampling accomplish. Do you have references for your point of view?