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othercriteria comments on What math is essential to the art of rationality? - Less Wrong Discussion

16 Post author: Capla 15 October 2014 02:44AM

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Comment author: othercriteria 16 October 2014 05:58:06PM 2 points [-]

You're welcome for the link, and it's more than repaid by your causal inference restatement of the Robins-Ritov problem.

Of course arguably this entire setting is one Bayesians don't worry about (but maybe they should? These settings do come up).

Yeah, I think this is the heart of the confusion. When you encounter a problem, you can turn the Bayesian crank and it will always do the Right thing, but it won't always do the right thing. What I find disconcerting (as a Bayesian drifting towards frequentism) is that it's not obvious how to assess the adequacy of a Bayesian analysis from within the Bayesian framework. In principle, you can do this mindlessly by marginalizing over all the model classes that might apply, maybe? But in practice, a single model class usually gets picked by non-Bayesian criteria like "does the posterior depend on the data in the right way?" or "does the posterior capture the 'true model' from simulated data?". Or a Bayesian may (rightly or wrongly) decide that a Bayesian analysis is not appropriate in that setting.