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2

Bayesian Statistics: The three cultures

A traditional subjective Bayesian will assume a data generating distribution (aka a likelihood when viewed as a function of the parameters). Then, conditional on this assumption, they encode their prior beliefs as a prior distribution over parameters. After this, they turn the crank on posterior inference and don’t…

13

Holes in Bayesian Statistics

Every philosophy has holes, and it is the responsibility of proponents of a philosophy to point out these problems. Here are a few holes in Bayesian data analysis: (1) the usual rules of conditional probability fail in the quantum realm, (2) flat or weak priors lead to terrible inferences about things we care about…