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Pearl's words from the Introduction of "BAYESIANISM AND CAUSALITY, OR, WHY I AM ONLY A HALF-BAYESIAN": "I turned Bayesian in 1971, as soon as I began reading S
by joaorico 8y ago
Pearl's words from the Introduction of "BAYESIANISM AND CAUSALITY, OR, WHY I AM ONLY A HALF-BAYESIAN":
"I turned Bayesian in 1971, as soon as I began reading Savage’s monograph The Foundations of Statistical Inference [Savage, 1962]. The arguments were unassailable: (i) It is plain silly to ignore what we know, (ii) It is natural and useful to cast what we know in the language of probabilities, and (iii) If our subjective probabilities are erroneous, their impact will get washed out in due time, as the number of observations increases.
Thirty years later, I am still a devout Bayesian in the sense of (i), but I now doubt the wisdom of (ii) and I know that, in general, (iii) is false."
- evanmoran 8y agoFor (ii) what do you use instead of probabilities? And for (iii) what changed for you to think this doesn't improve over time?
- tdrd 8y agoOP was quoting.
- sjg007 8y agoSubjective probabilities are based on the model. Increasing observations won't help if you have the wrong model to begin with. So we need causal methods to ask if the model is correct. We also need methods to propose new models or rebuild if it is wrong as well.
- p1esk 8y agoFor (ii) I'm guessing Pearl's do-calculus, and I agree with sjg007 regarding (iii).