cousin_it comments on The Optimizer's Curse and How to Beat It - Less Wrong
You are viewing a comment permalink. View the original post to see all comments and the full post content.
You are viewing a comment permalink. View the original post to see all comments and the full post content.
Comments (76)
Not quite. If you were to do individual bayesian estimates you would have the same problem because there is shared prior information that would remain unmodeled.
Are you pointing out that each individual Bayesian estimate must be conditioned on all the information available, or is it more subtle than that?
Nope, that's it.