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"Again, this claim is something I see only from self described Bayesians." The claim is that the prior is subjective and they're bad. The Bayesians are drawing
by harry8 7y ago
"Again, this claim is something I see only from self described Bayesians."
The claim is that the prior is subjective and they're bad. The Bayesians are drawing the analogy that frequenteist assumptions are just as subjective (but maybe less explicit) to the prior selection so objecting to one and not the other is... ...in need of further justification.
- BeetleB 7y ago>The claim is that the prior is subjective and they're bad. The only such claims I've seen are ones where they disagree with the prior, which is no different that disputes amongst themselves where so-called frequentists argue whether p=0.05 or p=0.001 is appropriate. Frequentists don't pretend that their p-value is set in stone. Let me repeat what I said in another comment: I'm finding this whole discussion orthogonal to Bayesian vs frequentist statistics. The main issue frequentists have with a lot of Bayesian approaches is that Bayesians often want to assign probabilities to one off events, whereas frequentists insist only on repeatable events. That is where the accusation of "subjective" comes from. Frequentists like to believe that any question of probability can be decided by taking N samples and seeing the outcome (even if only conceptually). For problems where there is a population, and one can do sampling (i.e. repeatability), there's never a problem with using Bayesian methods. My complaint is that while there are differences amongst Bayesians and frequentists, this article does not present any, and wrongly implies things about frequentists.