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gwern comments on Expect to know better when you know more - Less Wrong Discussion

3 Post author: Stuart_Armstrong 21 April 2016 03:47PM

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Tags: knowledge expectation bayesian math

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Comment author: gwern 21 April 2016 09:27:31PM 0 points [-]

A seemingly trivial result, that I haven't seen posted anywhere in this form, that I could find. It simply shows that we expect evidence to increase the posterior probability of the true hypothesis.

Is it the proof or result which is supposed to be new? I would be really surprised if there were no proofs that Bayesian estimators are consistent and concentrate on the true posterior result.

Comment author: Stuart_Armstrong 22 April 2016 05:28:57AM *  0 points [-]

The proof is so trivial that it must have been proved before, but I spent two hours searching for the result and couldn't find it (it's very plausible I just lack the correct search terms). The closest I could find were things like the Bernstein–von Mises theorem, but that's not exactly it.

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