Timeline for what can be said about the choice of a prior in Bayesian statistics?
Current License: CC BY-SA 2.5
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 9 at 20:36 | answer | added | Durden | timeline score: 0 | |
| Feb 20, 2011 at 16:26 | answer | added | G. Grothendieck | timeline score: 3 | |
| Feb 19, 2011 at 4:54 | answer | added | Steven Landsburg | timeline score: 4 | |
| Feb 18, 2011 at 3:59 | answer | added | none | timeline score: 0 | |
| Feb 17, 2011 at 23:18 | answer | added | John D. Cook | timeline score: 15 | |
| Feb 17, 2011 at 23:02 | comment | added | Yaroslav Bulatov | You could search for literature from "objective Bayesian" community, who focus on principled methods on choosing priors, esp survey papers from people like Wasserman, Berger, Bernardo, Dawid | |
| Feb 17, 2011 at 21:09 | comment | added | Steve Huntsman | Semi-rant follows: my experience in the military-industrial complex has involved lots of cases where people just guess discrete (or few-parameter) priors based on nothing more than their gut feeling or its equivalent, and even more often folks don't bother to do a stability analysis of the results. So yes, the choices of priors are important. But alas, priors are very often chosen recklessly. Garbage in, garbage out. Nowadays when I hear "Bayesian" my first impulse is to cringe unless or until I become convinced that the person saying that actually demonstrates some level of care. | |
| Feb 17, 2011 at 21:04 | comment | added | bayesianlearner | (just as a note: I am familiar with the empirical Bayesian approach, but I don't think it gives the kind of information I am looking for. I would be happy to be proven wrong about it.) | |
| Feb 17, 2011 at 21:04 | answer | added | passerby51 | timeline score: 4 | |
| Feb 17, 2011 at 20:58 | history | asked | bayesianlearner | CC BY-SA 2.5 |