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passive_fist 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: 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.