Jonathan_Lee comments on Model Stability in Intervention Assessment - Less Wrong

5 Post author: Jonathan_Lee 06 June 2013 11:24PM

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Comment author: Qiaochu_Yuan 10 June 2013 03:49:32AM 0 points [-]

The A_p distribution seems really, really important, I don't really feel like I completely understand it, and Jaynes is the only source I've heard even talk about it. Do you happen to know if it's discussed in the wider literature under a different name or something?

Comment author: Jonathan_Lee 12 June 2013 11:21:58PM 2 points [-]

To my knowledge, it's not discussed explicitly in the wider literature. I'm not a statistician by training though, so my knowledge of the literature is not brilliant.

On the other hand, talking to working Bayesian statisticians about "what do you do if we don't know what the model should be" seems to reliably return answers of broad form "throw that uncertainty into a two-level model, run the update, and let the data tell you which model is correct". Which is the less formal version of what Jaynes is doing here.

This seems to be a reasonable discussion of the same basic material, though in a setting of finitely many models rather than the continuum of p models for Jaynes.