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jsalvatier comments on XKCD - Frequentist vs. Bayesians - Less Wrong Discussion

18 Post author: brilee 09 November 2012 05:25AM

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Comment author: jsalvatier 10 November 2012 10:02:21PM *  2 points [-]

I think your initial point is wrong.

There are 3 situations

  1. Clear prior info: Bayes works well.
  2. Controversial prior info, but posterior dominated by likelihood: Choose weak enough priors to convince skeptics. Bayes works well.
  3. Controversial prior info, posterior not dominated by likelihood: If you choose very weak priors skeptics won't be convinced. If you choose strong priors skeptics won't be convinced. Bayes doesn't work well. Frequentism will also not work well unless you sneak in strong assumptions.
Comment author: Cyan 12 November 2012 05:40:07AM *  1 point [-]

Frequentism will also not work well unless you sneak in strong assumptions.

You can get frequentism to work well by its own lights by throwing away information. The canonical example here would be the Mann-Whitney U test. Even if the prior info and data are both too sparse to indicate an adequate sampling distribution/data model, this test will still work (for frequentist values of "work").

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