+ Reply to Thread
Results 1 to 2 of 2

Thread: "Uninformative" priors paradox?

  1. #1
    Points: 1,329, Level: 20
    Level completed: 29%, Points required for next Level: 71

    Posts
    3
    Thanks
    0
    Thanked 0 Times in 0 Posts

    "Uninformative" priors paradox?




    Bayesians, puzzle me this:

    If you are trying to learn the $p$ parameter of a binomial distribution, the least informative prior is the uniform distribution, i.e. Beta(1,1)

    If you are fitting the same data using a logistic regression, setting your prior to be a logistic distribution with the same scale as your generative model is equivalent to assuming a uniform distribution over the $p$ parameters of the binomial distribution.

    But that prior is more restrictive than a logistic distribution with a larger scale parameter, and thus we could make it less informative by increasing the scale. Back in the world of binomial distributions, that would be like a Beta prior with the mass pushed up against the edges.

    How can informativeness/restrictiveness of the prior be dependent on how you parameterize the space?

  2. #2
    Points: 1,329, Level: 20
    Level completed: 29%, Points required for next Level: 71

    Posts
    3
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Re: "Uninformative" priors paradox?


    I guess this is the argument about whether Haldane's prior is better uninformative prior than the uniform prior. http://en.wikipedia.org/wiki/Prior_p...rmative_priors

+ Reply to Thread

           




Similar Threads

  1. Replies: 0
    Last Post: 11-25-2010, 03:55 PM
  2. Replies: 2
    Last Post: 10-04-2010, 06:41 PM
  3. Replies: 2
    Last Post: 09-14-2010, 04:54 PM
  4. Replies: 1
    Last Post: 09-23-2009, 12:32 AM
  5. "Hepatitis" and "Golf" probabilities.
    By DAI&DF in forum Probability
    Replies: 7
    Last Post: 06-01-2008, 06:51 PM

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats