janos comments on Bayesian Flame - Less Wrong

37 Post author: cousin_it 26 July 2009 04:49PM

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Comment author: janos 04 August 2009 02:31:12PM *  2 points [-]

Right, that is a good piece. But I'm afraid I was unclear. (Sorry if I was.) I'm looking for a prior over stationary sequences of digits, not just sequences. I guess the adjective "stationary" can be interpreted in two compatible ways: either I'm talking about sequences such that for every possible string w the proportion of substrings of length |w| that are equal to |w|, among all substrings of length |w|, tends to a limit as you consider more and more substrings (either extending forward or backward in the sequence); this would not quite be a prior over generators, and isn't what I meant.

The cleaner thing I could have meant (and did) is the collection of stationary sequence-valued random variables, each of which (up to isomorphism) is completely described by the probabilities p_w of a string of length |w| coming up as w. These, then, are generators.

Comment author: cousin_it 07 August 2009 12:11:08PM *  0 points [-]

Janos, I spent some days parsing your request and it's quite complex. Cosma Shalizi's thesis and algorithm seem to address your problem in a frequentist manner, but I can't yet work out any good Bayesian solution.