Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

> or using some of your data to model your prior

I think that kinda missing the point.



I beg to differ (not sure if you actually read the Efron talk I just posted). I get the thrust of the Less Wrong article, though I think that frankly his language and vitriol is direly misplaced. He's railing against some class of Frequentists who attack Bayesians. This is sort of a Fox News tactic; pick someone, in this case, a commenter on a blog, and generalize their comment to the entire population. It's fairly unstatistical, if you ask me. I don't get why anyone would do this. A good Frequentist is not a lost idiot, nor does she rail against Bayesians. In fact, a good Frequentist understands the beauty of Bayesian methods, too. I'd even wager that a good Bayesian understands why Frequentist methods have dominated the 20th century.

I'm attempting to realize that rare event in these vitriolic philosophical academic debates - add a bit of middle-groundness. In this case, the middle ground of Empirical Bayes has proven to be very, very useful in large-scale simultaneous inference problems. It's proof that there IS such thing as convergence in this debate. Taking the shrill tone the author takes as a signal of how little regard the two sides have for each other, it's obvious that we need some convergence.


> it's obvious that we need some convergence.

Why? This isn't politics. Maybe one approach IS better than the other. Or maybe there are better methods we don't know.

In fact I think most Bayesians would consider Frequentist methods either plain "wrong" (like, at best works in special cases) or as approximations to the full Bayesian way.

And that doesn't mean they are useless, because going fully Bayesian normaly requires "a lot" of computation, or maybe we have issues with elicitation (I suspect this is the biggest hurdle for frequentists). But Bayes is still the gold standard.


I don't think an upvote does this enough justice.

At the end of the day, we're all just trying to be better. Shaking strawmen at progress just because it's not perfect (you'll note that some of the Less Wrong/Overcoming Bias arguments leave small disclaimers of assumptions of infinite computing power; not all, but some) is just as foolish as refusing to see when the ground moves beneath your feet.




Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: