Bayesian Inference
topic on 1 show · 1 statements across 1 episodes
1 statements about Bayesian Inference, every show
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…”