??? IlyaShpitser if I understand correctly is talking about creating a model of a prior, collecting evidence, and then determining whether the model is true or false. That's hypothesis testing, which is deduction; not induction.

You don't understand.

You have a (possibly infinite) set of hypotheses. You maintain beliefs about this set. As you get more data, your beliefs change. To maintain beliefs you need a distribution/density. To do that you need a model (a model is just a set of densities you consider). You may have a flexible model and let the data decide how flexible you want to be (non-parametric Bayes stuff, I don't know too much about it), but there's still a model.

Suggesting for the third and final time to get off the internet argument train and go read a book about Bayesian inference.

Open thread, Dec. 21 - Dec. 27, 2015

by MrMind 1 min read21st Dec 2015233 comments


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