orthonormal comments on Bayesian Flame - Less Wrong

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

You are viewing a comment permalink. View the original post to see all comments and the full post content.

Comments (155)

You are viewing a single comment's thread. Show more comments above.

Comment author: wedrifid 27 July 2009 12:48:28PM *  1 point [-]

I give you some numbers taken from a normal distribution with unknown mean and variance. If you're a frequentist, your honest estimate of the mean will be the sample mean. If you're a Bayesian, it will be some number off to the side, depending on whatever bullshit prior you managed to glean from my words above - and you don't have the option of skipping that step, and don't have the option of devising a prior that will always exactly match the frequentist conclusion because math doesn't allow it in the general case . (I kinda equivocate on "honest estimate", but refusing to ever give point estimates doesn't speak well of a mathematician anyway.) So nah, Bayesianism depends on priors more, not "just as much".

A Bayesian does not have the option of 'just skipping that step' and choosing to accept whichever prior was mandated by Fisher (or whichever other statistitian created or insisted upon the use of the particular tool in question). It does not follow that the Bayesian is relying on 'Bullshit' more than the frequentist. In fact, when I use the label 'bullshit' I usually mean 'the use of authority or social power mechanisms in lieu of or in direct defiance of reason'. I obviously apply 'bullshit prior' to the frequentist option in this case.

Comment author: orthonormal 27 July 2009 07:17:32PM 1 point [-]

Vocabulary nitpick: I believe you wrote "in luew of" in lieu of "in lieu of".

Sorry, couldn't help it. IAWYC, anyhow.

Comment author: wedrifid 27 July 2009 08:11:59PM 0 points [-]

Damn that word and its excessive vowels!