jsalvatier comments on Bayes' rule =/= Bayesian inference - Less Wrong

37 Post author: neq1 16 September 2010 06:34AM

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Comment author: jsalvatier 21 September 2010 03:13:29PM 2 points [-]

In statistics, I think 'weakly informative priors' are becoming more popular. Weakly informative priors are distributions like a t distribution (or normal) with a really wide standard deviation and low degrees of freedom. This allows us to avoid spending all out data on merely narrowing down the correct order of order of magnitude, which can be a problem in many problems using non-informative priors. It's almost never the case that we literally know nothing prior to the data.

Comment author: Matt_Simpson 21 September 2010 03:15:14PM 1 point [-]

Using a normal with a massive variance is also a standard hack for getting a proper "uninformative" prior on the real line.