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Could you explain in what sense classical statistics is actually a worst-case view? i.e., can you link to a page or maybe explain yourself explicitly (i.e., usi
by wfunction 12y ago
Could you explain in what sense classical statistics is actually a worst-case view? i.e., can you link to a page or maybe explain yourself explicitly (i.e., using a min() operation) how classical statistics is a worst-case analysis? What scenarios is it actually worst-case with respect to?
It's always seemed to me that the differences I see, such as in ML vs. MAP, are not due to a question of worst-case versus average-case analyses, but rather no-prior-knowledge versus yes-prior-knowledge analyses. I've never seen a proof that classical statistics gives a worst-case bound.
- howlin 12y agoMaximum likelihood is literally the simplest thing classic statistics will tell you. No serious statistician will regard this as meaningful without at least some indication of sample size, confidence interval or whatnot. The worst-case nature of classical/frequentist statistics is very well exposed in PAC (probably approximately correct) analysis: http://en.wikipedia.org/wiki/Probably_approximately_correct_learning http://en.wikipedia.org/wiki/Probably_approximately_correct_...