jsteinhardt comments on Beyond Bayesians and Frequentists - Less Wrong

36 Post author: jsteinhardt 31 October 2012 07:03AM

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Comment author: jsteinhardt 31 October 2012 07:19:13PM 4 points [-]

I predict that you'll probably answer my question in the later essay since my position hinges, crucially, one whether Bayesian epistemology is correct, but do you see anything that you disagree with here?

Nope, everything you said looks good! I actually like the interpretation you gave:

However, I might frame it differently: both Bayesian statistics and frequentist statistics are useful only insofar as they approximate the true Bayesian epistemology.

I don't actually intend to take a position on whether Bayesian epistemology is correct; I merely plan to talk about implications and relationships between different interpretations of probability and let people decide for themselves which to prefer, if any. Although if I had to take a position, it would be something like, "Bayes is more correct than frequentist but frequentist ideas can provide insight into patching some of the holes in Bayesian epistemology". For instance, I think UDT is a very frequentist thing to do.