Cyan comments on The Objective Bayesian Programme - Less Wrong

13 Post author: cousin_it 06 August 2009 10:33AM

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Comment author: Daniel_Burfoot 06 August 2009 03:17:43PM 0 points [-]

turns out to be asymptotically least favorable when optimizing the Shannon mutual >information between the parameter and the sample.

Do you mean most favorable? If not, I am very confused.

Comment author: Cyan 06 August 2009 03:27:37PM 1 point [-]

"Least favorable" here is the "min" part of minimax. (The max part is doing the best you can with this least favorable prior.)

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