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> That’s not a criticism of Bayesian stats. It’s a statement about how actually formulating a prior is often times the hardest part of a problem. Bayesian stat
by steerablesafe 7y ago
> That’s not a criticism of Bayesian stats. It’s a statement about how actually formulating a prior is often times the hardest part of a problem.
Bayesian statatistics doesn't give a satisfying answer/method for choosing priors. Choosing priors is part of statistics. Therefore Bayesian statistics has a "hole" in it.
- astrophysician 7y ago> Bayesian statistics doesn’t give a satisfying answer/method for choosing priors I absolutely agree with you. Priors are the (very difficult) job of the practitioner. > choosing priors is a part of statistics Ah so I think I agree, maybe would nitpick and say priors are part of statistics and CHOOSING priors is part of modeling maybe? Not totally comfortable with that characterization either it’s just that “priors” and “choosing priors” are two different things. > therefore Bayesian statistics has a “hole” in it. Completely disagree; this is my main understanding of the argument against Bayesian statistics, I just don’t understand how this follows from the last statement. Priors are hard. But they are explicit! And a necessary ingredient of the posterior. It’s not like we can say “oh priors are hard, so let’s not do Bayesian stats but instead let’s do X” what is X?
- 08-15 7y agoE. T. Jaynes gave some very good answers (symmetry groups and maximum entropy principle). You should read "Probability Theory: The Logic Of Science". In it, you will learn that the supposed "hole" has been closed pretty nicely.
- bjornsing 7y agoMy favorite book of all time. :)
- bjornsing 7y agoOr you could say that the interpretation of data is fundamentally and unavoidably subjective.