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Luke_A_Somers 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: Luke_A_Somers 02 January 2013 10:13:24PM 0 points [-]

On the second point - fair enough, though even under Bayes it's sometimes reasonable to want a single answer on account of you only get to actually do one thing.

If you have that prior and you maximize P(model|data) on solutions with a zero probability mass on either P(data|model) or P(model), you're screwing up multiplication.

Comment author: jsteinhardt 02 January 2013 10:46:41PM 0 points [-]

Well, the point is that if you have a continuous-space, then the maximum-likelihood solution will have zero entries with positive probability, but the posterior probability of a zero entry is 0.

Comment author: Luke_A_Somers 03 January 2013 03:27:24PM 0 points [-]

How? If any of the probabilities that the posterior probability factors into are zero, the product is also zero. Or do you just mean that since data are unlimited precision in a continuous space, no answer can ever have a positive probability because it's infinitely unlikely?