IlyaShpitser comments on The trouble with Bayes (draft) - Less Wrong

10 Post author: snarles 19 October 2015 08:50PM

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Comment author: IlyaShpitser 20 October 2015 05:51:37PM *  7 points [-]

Non-parametric methods are limits of finite processes. Or, more precisely, they are rules that work for any finite data set you have. Think about using histograms to approximate a density empirically, for any dataset we have a finite number of bins, but the number of parameters depends on the size of the data. That's basically what "non-parametric" means.


Please keep your religious language out of my statistics, thank you.