Morendil comments on Less Wrong Book Club and Study Group - Less Wrong

34 Post author: Morendil 09 June 2010 05:00PM

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Comment author: taiyo 10 June 2010 07:31:29PM *  1 point [-]

I think Jaynes more or less defines 'Bayesian methods' to be those gadgets which fall out of the Cox-Polya desiderata (i.e. probability theory as extended logic). Actually, this can't be the whole story given the following quote on page xxiii:

"It is true that all 'Bayesian' calculations are included automatically as particular cases of our rules; but so are all 'frequentist' calculations. Nevertheless, our basic rules are broader than either of these."

In any case, Maximum entropy gives you the pre-Bayesian ensemble (I got that word from here) which then allow the Bayesian crank to turn. In particular, I think Maximum entropy methods are not Bayesian in the sense that they do not follow from the Cox-Polya desiderata.

Comment author: Morendil 10 June 2010 07:44:47PM 2 points [-]

Jaynes recommends MaxEnt for situations when "the Bayesian apparatus", consisting of "a model, a sample space, hypothesis space, prior probabilities, sampling distribution" is not yet available, and only a sample space can be defined.