Any book on statistics needs to have a section about regularization/complexity control and the relationship to generalization. This is an enormous lacuna in standalone Bayesian philosophy.

I now see that most of Jaynes' effort in the book is an attempt to repair the essential problem with Bayesian statistics, which is the subjectivity of the prior. In particular, Jaynes believed that the MaxEnt idea provided a way to derive a prior directly from the problem formulation.

I believe he failed in his effort. The prior is intrinsically subjective and there is n... (read more)

I think too that Jaynes failed in his attempt, but just because he died too, too soon.
Otherwise, have he lived a long life, I believe we would have had much more advancement in the field. To the present moment, nobody seems interested in bringing forward his vision, not even his closest student (Bretthorst, who edited the printed version of Jaynes' book).

Having said this, I believe you are wrong, because while it's true that two different agents can come up with two different prior for the same problem, they can do so only if they have different informatio... (read more)

Open thread, Jul. 25 - Jul. 31, 2016

by MrMind 1 min read25th Jul 2016133 comments


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