3 ms·

I don't know, this seems to be a really low-effort blog post. The given example is obviously contrived from the unreasonable improper (-\infty,\infty) prior and

I don't know, this seems to be a really low-effort blog post. The given example is obviously contrived from the unreasonable improper (-\infty,\infty) prior and the low \sigma^2=1 likelihood. If it was really "pure noise" then you'd have \sigma^2=\infty which rightly gives you a flat posterior. For sure Bayesian gives you more flexibility with your assumptions, so it's easier to shoot yourself in the foot. But when used correctly it can be more powerful, and often easier to interpret.

contravariant 7y ago
Ironically the article that the example is from offers quite a nice rebuttal: > None of these examples are meant to shoot down Bayes. Indeed, if posterior inferences don’t make sense, that’s another way of saying that we have external (prior) information that was not included in the model. (“Doesn’t make sense” implies some source of knowledge about which claims make sense and which don’t.) When things don’t make sense, it’s time to improve the model. Bayes is cool with that.