neq1 comments on What Bayesianism taught me - Less Wrong

62 Post author: Tyrrell_McAllister 12 August 2013 06:59AM

You are viewing a comment permalink. View the original post to see all comments and the full post content.

Comments (201)

Sort By: Popular

You are viewing a single comment's thread.

Comment author: neq1 12 August 2013 01:42:07PM 2 points [-]

If you are not going to do an actual data analysis, then I don't think there is much point of thinking about Bayes' rule. You could just reason as follows: "here are my prior beliefs. ooh, here is some new information. i will now adjust my believes, by trying to weigh the old and new data based on how reliable and generalizable i think the information is." If you want to call epistemology that involves attaching probabilities to beliefs, and updating those probabilities when new information is available, 'bayesian' that's fine. But, unless you have actual data, you are just subjectively weighing evidence as best you can (and not really using Bayes' rule).

The thing that can be a irritating is when people then act as if that kind of reasoning is what bayesian statisticians do, and not what frequentist statisticians do. In reality, both types of statisticians use Bayes' rule when it's appropriate. I don't think you will find any statisticians who do not consider themselves 'bayesian' who disagree with the law of total probability.

If you are actually going to analyze data and use bayesian methods, you would end up with a posterior distribution (not simply a single probability). If you simply report the probability of a belief (and not the entire posterior distribution), you're not really doing conventional bayesian analysis. So, in general, I find the conventional Less Wrong use of 'bayesian' a little odd.

Comment author: Tyrrell_McAllister 13 August 2013 10:23:47PM 0 points [-]

If you are actually going to analyze data and use bayesian methods, you would end up with a posterior distribution (not simply a single probability).

Yes, the importance of thinking in terms of distributions instead of individual probabilities is another valuable lesson of "pop" Bayesianism.