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Michael Jordan's talk "Are You a Bayesian or a Frequentist?" is one of the better treatments of this topic IMO. (talk): http://videolectures.net/mlss09uk_jorda
by ajtulloch 13y ago
Michael Jordan's talk "Are You a Bayesian or a Frequentist?" is one of the better treatments of this topic IMO.
(talk): http://videolectures.net/mlss09uk_jordan_bfway/ http://videolectures.net/mlss09uk_jordan_bfway/
(slides): http://mlg.eng.cam.ac.uk/mlss09/mlss_slides/Jordan_1.pdf http://mlg.eng.cam.ac.uk/mlss09/mlss_slides/Jordan_1.pdf
- ArbitraryLimits 13y agoI've always been partial to Brad Efron's explanations, see http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.179.2128 http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.179.... IMO he nails the key distinction here: "One definition says that a frequentist is a Bayesian trying to do well, or at least not too badly, against any possible prior distribution." And there's some nice humor also: "The 250-year debate between Bayesians and frequentists is unusual among philosophical arguments in actually having important practical consequences."
- ajtulloch 13y agoYes - Efron's paper (also available at [1]) is excellent. [1]: http://statweb.stanford.edu/~ckirby/brad/papers/2005BayesFreqSci.pdf http://statweb.stanford.edu/~ckirby/brad/papers/2005BayesFre...