Archive for Remembrance Day

questioning the Bayesian choice

Posted in Books, Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on November 13, 2018 by xi'an

When I woke up (very early!) in Oaxaca, on Remembrance Day, I noticed a long question about The Bayesian Choice contents on X validated. The originator of the question (OQ) was puzzled about several statements in the book on maximum entropy  methods, from the nature of the moment constraints, outside standard moments, to the existence of a maximum entropy prior (as exemplified by quantiles), to the deeper issue of the ultimate arbitrariness of “the” maximum entropy prior since it is also determined by the choice of the dominating measure. (Never neglect the dominating measure!) A more challenging concept, hopefully making it home with the OQ.