3 ms·
But how do I incorporate my level of confidence in my prior? I haven't seen any treatment of this question, even though it is a quite essential one: priors that
by jonloldrup 9y ago
But how do I incorporate my level of confidence in my prior? I haven't seen any treatment of this question, even though it is a quite essential one: priors that you are not so sure about should be given less weight than priors that you are very certain about.
- cityhall 9y agoThis is handled by choosing a smoother, higher entropy prior. If you have uncertainty about your prior then basic factorization tells us it's equivalent to integrating over your various priors with respect to the probability you assign each of them.
- jonloldrup 9y agoSilly me, he actually treats this question (towards the end of the article using his dog as an example)