I would raise a hypothesis to consideration because someone was arguing for it, but I don't think anecdotes are good evidence in that I would have similar confidence in a hypothesis supported by an anecdote, and a hypothesis that is flatly stated with no justification. The evidence to raise it to consideration comes from the fact that someone took the time to advocate it.
This is more of a heuristic than a rule, because there are anecdotes that are strong evidence ("I ran experiments on this last year and they didn't fit"), but when dealing with murkier issues, they don't count for much.
The evidence to raise it to consideration comes from the fact that someone took the time to advocate it, not the anecdote.
Yes, it may be that the mere fact that a hypothesis is advocated screens off whether that hypothesis is also supported by an anecdote. But I suspect that the existence of anecdotes still moves a little probability mass around, even among just those hypotheses that are being advocated.
I mean, if someone advocated for a hypothesis, and they couldn't even offer an anecdote in support of it, that would be pretty deadly to their credibil...
David Chapman criticizes "pop Bayesianism" as just common-sense rationality dressed up as intimidating math[1]:
What does Bayes's formula have to teach us about how to do epistemology, beyond obvious things like "never be absolutely certain; update your credences when you see new evidence"?
I list below some of the specific things that I learned from Bayesianism. Some of these are examples of mistakes I'd made that Bayesianism corrected. Others are things that I just hadn't thought about explicitly before encountering Bayesianism, but which now seem important to me.
I'm interested in hearing what other people here would put on their own lists of things Bayesianism taught them. (Different people would make different lists, depending on how they had already thought about epistemology when they first encountered "pop Bayesianism".)
I'm interested especially in those lessons that you think followed more-or-less directly from taking Bayesianism seriously as a normative epistemology (plus maybe the idea of making decisions based on expected utility). The LW memeplex contains many other valuable lessons (e.g., avoid the mind-projection fallacy, be mindful of inferential gaps, the MW interpretation of QM has a lot going for it, decision theory should take into account "logical causation", etc.). However, these seem further afield or more speculative than what I think of as "bare-bones Bayesianism".
So, without further ado, here are some things that Bayesianism taught me.
What items would you put on your list?
ETA: ChrisHallquist's post Bayesianism for Humans lists other "directly applicable corollaries to Bayesianism".
[1] See also Yvain's reaction to David Chapman's criticisms.
[2] ETA: My wording here is potentially misleading. See this comment thread.