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wnoise comments on What is Bayesianism? - Less Wrong

81 Post author: Kaj_Sotala 26 February 2010 07:43AM

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Comment author: wnoise 28 February 2010 07:31:41AM 0 points [-]

Yes, in practice people resort to less motivated methods that work well.

I'd really like to see some principled answer that has the same feel as Bayesianism though. As it stands, I have no problem using Bayesian methods for parameter estimation. This is natural because we really are getting pdf(parameters | data, model). But for model selection and evaluation (i.e. non-parametric Bayes) I always feel that I need an "escape hatch" to include new models that the Bayes formalism simply doesn't have any place for.

Comment author: Cyan 28 February 2010 02:56:58PM 0 points [-]

I feel the same way.