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buybuydandavis comments on Utility vs Probability: idea synthesis - Less Wrong Discussion
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I thought one of the takeaways from Bernardo + Smith in Bayesian Theory was that from a decision theory perspective, your cost function and your probability function is basically an integrated whole, any division of which is arbitrary.
That makes sense. Do you have a reference that isn't a book?
Sorry, no. I never went beyond their book with those guys.