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Dan_Weinand comments on Am I Understanding Bayes Right? - Less Wrong Discussion

3 Post author: CyrilDan 13 November 2013 08:40PM

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Comment author: Dan_Weinand 14 November 2013 03:11:27AM *  2 points [-]

In light of the downvotes, I just wanted to explain that probability is frequently used to refer to a degree of belief by LessWrong folks. You're absolutely right that statistical literature will always use "probability" to denote the true frequency of an outcome in the world, but the community finds it a convenient shorthand to allow "probability" to mean a degree of belief.

Comment author: passive_fist 14 November 2013 03:24:34AM 1 point [-]

I haven't seen this shorthand explained anywhere here.

Comment author: Dan_Weinand 14 November 2013 03:38:11AM 2 points [-]

This would be the explanation http://lesswrong.com/lw/oj/probability_is_in_the_mind/ It really should be talked about more explicitly elsewhere though.

Comment author: passive_fist 14 November 2013 04:26:58AM 1 point [-]

I must have missed that thread, thanks. Though I can't see why I'm wrong. It has nothing to do with frequentism vs. bayesianism (I'm a bayesian). It's simply that likelihood is relative to a model, whereas probability is not relative to anything (or, alternatively, is relative to everything), as they're saying in that thread. Through this interpretation it's easy to see why likelihood represents a degree of belief.

Comment author: solipsist 14 November 2013 03:34:07PM 3 points [-]

It's simply that likelihood is relative to a model, whereas probability is not relative to anything

Likelihood is the probability of the data given the model, not the probability of the model given the data. A likelihood function gives you a number between 0 and 1 for every model, but that number does not mean anything like "how certain is it that this model is true".

Comment author: RichardKennaway 14 November 2013 01:52:17PM 2 points [-]

Probability (for a Bayesian) is relative to a prior. There is always a prior: P(A|B) is the fundamental concept, not P(A). See, for example, Jaynes, chapter 1, pp.112ff., which is the point where he begins to construct a calculus for reasoning about "plausibilities", and eventually, in chapter 2, derives their measurement by numbers in the range 0-1.

Comment author: passive_fist 14 November 2013 09:53:22PM 0 points [-]

This is true, and I can see why it could create some conflict in interpreting this question. Thanks.

Comment author: Dan_Weinand 14 November 2013 08:22:29AM 2 points [-]

It's a quirk of the community, not an actual mistake on your part. LessWrong defines probability as Y, the statistics community defines probability as X. I would recommend lobbying the larger community to a use of the words consistent with the statistical definitions but shrug...

Comment author: CyrilDan 15 November 2013 07:11:43AM 0 points [-]

Okay, that clears up it up a lot.