Mayo comments on Rationality Quotes September 2013 - Less Wrong

5 Post author: Vaniver 04 September 2013 05:02AM

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Comment author: jsteinhardt 15 September 2013 01:34:42AM 4 points [-]

For what it's worth, I understand well the arguments in favor of Bayes, yet I don't think that scientific results should be published in a Bayesian manner. This is not to say that I don't think that frequentist statistics is frequently and grossly mis-used by many scientists, but I don't think Bayes is the solution to this. In fact, many of the problems with how statistics is used, such as implicitly performing many multiple comparisons without controlling for this, would be just as large of problems with Bayesian statistics.

Either the evidence is strong enough to overwhelm any reasonable prior, in which case frequentist statistics wlil detect the result just fine; or else the evidence is not so strong, in which case you are reduced to arguing about priors, which seems bad if the goal is to create a societal construct that reliable uncovers useful new truths.

Comment author: Mayo 29 September 2013 06:44:56AM 4 points [-]

No, the multiple comparisons problem, like optional stopping, and other selection effects that alter error probabilities are a much greater problem in Bayesian statistics because they regard error probabilities and the sampling distributions on which they are based as irrelevant to inference, once the data are in hand. That is a consequence of the likelihood principle (which follows from inference by Bayes theorem). I find it interesting that this blog takes a great interest in human biases, but guess what methodology is relied upon to provide evidence of those biases? Frequentist methods.

Comment author: lukeprog 29 September 2013 07:48:44AM 1 point [-]

Deborah, what do you think of jsteinhardt's Beyond Bayesians and Frequentists?