Ron_Fern comments on (Subjective Bayesianism vs. Frequentism) VS. Formalism - Less Wrong

27 Post author: potato 26 November 2011 05:05AM

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Comment author: jsteinhardt 27 November 2011 10:13:26PM *  2 points [-]

I think the interpretation of probability and what methods to use for inference are two separate debates. There was a really good discussion post on this a while back.

I'm also curious as to who exactly these frequentists are that you are arguing against. Perhaps I am spoiled by hanging out with people who regularly have to solve statistical problems, and therefore need to have a reasonable conception of statistics, but most frequentist sentiments that I encounter are fairly well-reasoned, sometimes even pointing out legitimate issues with Bayesian statistics. It is true that I sometimes get incorrect claims that I have to correct, but I don't think becoming a Bayesian magically protects you from this.

EDIT: To clarify, the "frequentist sentiments" I referred to did not explicitly distinguish between interpretations of probability and inference algorithms, but as the goal was engineering I think the arguments were all implicitly pragmatic.

Comment author: Ron_Fern 27 November 2011 10:34:34PM 1 point [-]

I think the interpretation of probability and what methods to use for inference are two separate debates. There was a really good discussion post on this a while back.

I completely agree with this. It seems to me that we should completely throw away the question of what probability is, and look at which form of inference is optimal.