Eliezer_Yudkowsky comments on What is Bayesianism? - Less Wrong
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Okay -- but in practicality, what if I don't have time (or mental focus, or whatever resources it takes) to explicitly identify, enumerate, and evaluate each piece of evidence that I may be considering? It took me over an hour just to get this far with a Bayesian analysis of one hypothesis, which I'm probably not even doing right.
Or do we step outside the realm of Bayesian Rationality when we look at practical considerations like "finite computing resources"?
I'd actually say, start with the prior and with the strongest piece of evidence you think you have. This of itself should reveal something interesting and disputable.