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Nobody normalizes an uninformative prior on its own. Normalization only happens when you get your posterior. I am not straw-manning anything: bayesian methods
by epgui 4y ago
Nobody normalizes an uninformative prior on its own. Normalization only happens when you get your posterior.
I am not straw-manning anything: bayesian methods are a generalization of frequentist methods. The equality / isomorphism to frequentist methods, in the special case of the uninformative prior, is commonly demonstrated in introductory (undergrad-level) bayesian textbooks and is in fact trivial. One need not even talk of any infinities: if you’re doing discrete observations, infinities never show up (and in that case the prior normalizes just fine). And if you’re curve-fitting (ie.: using parametric methods), the “infinite” line goes away as soon as you multiply your uninformative prior with your likelihood.