Anecdotal evidence is filtered evidence.
Right, the existence of the anecdote is the evidence, not the occurrence of the events that it alleges.
You can find people saying anecdotes on any side of a debate, and I see no reason the people who are right would cite anecdotes more.
It is true that, if a hypothesis has reached the point of being seriously debated, then there are probably anecdotes being offered in support of it. (... assuming that we're taking about the kinds of hypotheses that would ever have an anecdote offered in support of it.) Therefore, the learning of the existence of anecdotes probably won't move much probability around among the hypotheses being seriously debated.
However, hypothesis space is vast. Many hypotheses have never even been brought up for debate. The overwhelming majority should never come to our attention at all.
In particular, hypothesis space contains hypotheses for which no anecdote has ever been offered. If you learned that a particular hypothesis H were true, you would increase your probability that H was among those hypotheses that are supported by anecdotes. (Right? The alternative is that which hypotheses get anecdotes is determined by mechanisms that have absolutely no correlation, or even negative correlation, with the truth.) Therefore, the existence of an anecdote is evidence for the hypothesis that the anecdote alleges is true.
The alternative is that which hypotheses get anecdotes is determined by mechanisms that have absolutely no correlation, or even negative correlation, with the truth.
Doesn't look implausible to me. Here's an alternative hypothesis: the existence of anecdotes is a function of which beliefs are least supported by strong data because such beliefs need anecdotes for justification.
In general, I think anecdotes are way too filtered and too biased as an information source to be considered serious evidence. In particular, there's a real danger of treating a lot of biased anecdotes as conclusive data and that danger, seems to me, outweighs the miniscule usefulness of anecdotes.
David Chapman criticizes "pop Bayesianism" as just common-sense rationality dressed up as intimidating math[1]:
What does Bayes's formula have to teach us about how to do epistemology, beyond obvious things like "never be absolutely certain; update your credences when you see new evidence"?
I list below some of the specific things that I learned from Bayesianism. Some of these are examples of mistakes I'd made that Bayesianism corrected. Others are things that I just hadn't thought about explicitly before encountering Bayesianism, but which now seem important to me.
I'm interested in hearing what other people here would put on their own lists of things Bayesianism taught them. (Different people would make different lists, depending on how they had already thought about epistemology when they first encountered "pop Bayesianism".)
I'm interested especially in those lessons that you think followed more-or-less directly from taking Bayesianism seriously as a normative epistemology (plus maybe the idea of making decisions based on expected utility). The LW memeplex contains many other valuable lessons (e.g., avoid the mind-projection fallacy, be mindful of inferential gaps, the MW interpretation of QM has a lot going for it, decision theory should take into account "logical causation", etc.). However, these seem further afield or more speculative than what I think of as "bare-bones Bayesianism".
So, without further ado, here are some things that Bayesianism taught me.
What items would you put on your list?
ETA: ChrisHallquist's post Bayesianism for Humans lists other "directly applicable corollaries to Bayesianism".
[1] See also Yvain's reaction to David Chapman's criticisms.
[2] ETA: My wording here is potentially misleading. See this comment thread.