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Qiaochu_Yuan comments on What is the best paper explaining the superiority of Bayesianism over frequentism? - Less Wrong Discussion

-1 Post author: Meni_Rosenfeld 01 January 2013 08:58PM

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Comment author: Qiaochu_Yuan 02 January 2013 09:53:35AM 1 point [-]

Can you explain in what sense PCA is frequentist? I'm not sure it even deserves to be called a statistical method except insofar as it happens to be useful in statistics.

Comment author: jsteinhardt 02 January 2013 07:48:02PM 0 points [-]

Yeah, calling PCA frequentist may be a bit of a stretch (although it's certainly not Bayesian). I think ICA (independent components analysis) could legitimately be called frequentist though, as it solves the blind source separation problem under certain independence assumptions (I don't know that much about either of these though, so I could be wrong).