Matt_Simpson comments on Open Thread: July 2010 - Less Wrong
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OK, this is interesting: I think our ideas of perfect Bayesians might be quite different. I agree that #1 is part of how a perfect Bayesian thinks, if by 'a correct prior...before you see any evidence' you have the maximum entropy prior in mind.
I'm less sure what 'correct posterior' means in #2. Am I right to interpret it as saying that given a prior and a particular set of evidence for some empirical question, all perfect Bayesians should get the same posterior probability distribution after updating the prior with the evidence?
There has to be a model because the model is what we use to calculate likelihoods.
Agree with this whole paragraph. I am in favor of model checking; my beef is with (what I understand to be) Perfect Bayesianism, which doesn't seem to include a step for stepping outside the current model and checking that the model itself - and not just the parameter values - makes sense in light of new data.
The catch here (if I'm interpreting Gelman and Shalizi correctly) is that building a sub-model of our uncertainty into our model isn't good enough if that sub-model gets blindsided with unmodeled uncertainty that can't be accounted for just by juggling probability density around in our parameter space.* From page 8 of their preprint:
* This must be one of the most dense/opaque sentences I've posted on Less Wrong. If anyone cares enough about this comment to want me to try and break down what it means with an example, I can give that a shot.
They most certainly are. But it's semantics.
Frankly, I'm not informed enough about priors commit to maxent, Kolmogorov complexity, or anything else.
yes
aaahhh.... I changed the language of that sentence at least three times before settling on what you saw. Here's what I probably should have posted (and what I was going to post until the last minute):
That is probably intuitively easier to grasp, but I think a bit inconsistent with my language in the rest of the post. The language is somewhat difficult here because our uncertainty is simultaneously a map and a territory.
For the record, I thought this sentence was perfectly clear. But I am a statistics grad student, so don't consider me representative.
Are you asserting that this a catch for my position? Or the "never look back" approach to priors? What you are saying seems to support my argument.
OK. I agree with that insofar as agents having the same prior entails them having the same model.
Ah, I think I get you; a PB (perfect Bayesian) doesn't see a need to test their model because whatever specific proposition they're investigating implies a particular correct model.
Yeah, I figured you wouldn't have trouble with it since you talked about taking classes in this stuff - that footnote was intended for any lurkers who might be reading this. (I expected quite a few lurkers to be reading this given how often the Gelman and Shalizi paper's been linked here.)
It's a catch for the latter, the PB. In reality most scientists typically don't have a wholly unambiguous proposition worked out that they're testing - or the proposition they are testing is actually not a good representation of the real situation.