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Thomas comments on The Joys of Conjugate Priors - Less Wrong Discussion

41 Post author: TCB 21 May 2011 02:41AM

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Tags: bayesian priors statistics probability

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Comment author: Thomas 22 May 2011 08:10:28AM *  0 points [-]

Well ... what bothers me? That the alpha and beta should have their own probability distribution each. And so on and on.

Comment author: jsteinhardt 23 May 2011 01:40:53AM *  0 points [-]

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.64.5680&rep=rep1&type=pdf

EDIT: They don't extend the hierarchy infinitely upward in the paper, but there is no reason not to, as far as I can see.

Comment author: Cyan 23 May 2011 02:12:58AM 1 point [-]

Like so: Infinite hierarchies and prior distributions.

Comment author: jsteinhardt 23 May 2011 02:51:44AM 0 points [-]

Thanks for the link! Should make good reading. It sounds like you know a fair amount of ML, are you doing research in the field?

Comment author: Cyan 23 May 2011 03:08:56AM 0 points [-]

I taught myself Bayesian statistics for use in my engineering Ph.D. (My advisor didn't care how I got good answers -- he cared that I got good answers.) Until recently I was a postdoc in a statistics lab, but the research did not focus on what I would consider cutting-edge Bayesian stats.

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