Many assume that I am a religious or dogmatic Bayesian, because I use Bayesian statistics. I am not; I use them because (a) they are not ad-hoc, (b) they are justified in the context of probability theory, and (c) for many problems I do they perform better than the alternatives (see, for example, our April Fools' paper). Bovy and I spent some time today doing battle with Kyle Cranmer (NYU) on this point, which was productive inasmuch as we understood the differences between a Bayesian and frequentist approach, but unproductive in that Cranmer thinks he could do much better with a frequentist method (to our Fools' problem). We asked him to put up or shut up
, as Gruzinov says. While we were arguing, who should walk in but Yuri Levin (Leiden), the author of the frequentist orbital roulette paper.
2009-04-20
bayesian vs frequentist
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bayes,
dynamics,
information,
statistics
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>> for many problems I do they perform better than the alternatives
ReplyDeleteof course sometimes they do not ...