RolfAndreassen comments on Bayesian Flame - Less Wrong

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

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Comment author: RolfAndreassen 29 July 2009 05:41:29PM 0 points [-]

The small samples are a constraint imposed by the limits of blog comments; there's a limit to how many numbers I would feel comfortable spamming this place with. If we got some volunteers, we might do a more serious sample size using hosted ROOT ntuples or zipping up some plain ASCII.

I do know how to sample from arbitrary distributions; I should have specified that the space of distributions is those for which I don't have to think for more than a minute or so, or in other words, someone has already coded the CDF in a library I've already got installed. It's not knowledge but work that's the limiting factor. :) Presumably this limits your prior quite a lot already, there being only so many commonly used math libraries.