prior distribution tails
1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Jul 28, 2017 by Michael Jordan · across every show →
Everything said about prior distribution tails, oldest first
Jul 28, 2017 negative
Jordan warns high-dimensional Bayesian inference is overly sensitive to unknown priors
“And a lot of times you have no idea what the prior should be. You don't know what the tails should be in particular. And you're in high dimensions, you really have no idea how the tail behavior should be. And the whole inference is highly sensitive to the tail…”