Is Bayesian inference "brittle"?
- Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
In a recent report, “Bayesian Brittleness: Why no Bayesian model is ‘good enough,’” (arXiv, 1304.6772v1) the authors prove rigorously that model variations that are arbitrarily small, in a particular technical sense, the posterior expectation of a function can achieve essentially any value that the function alone can achieve, so that Bayesian inference appears to have no robustness whatsoever. We explain this puzzling result, and show why it does not imply a breakdown of Bayesian inference. The explanation is that the models leading to the extreme results depend on the observed data.
- Research Organization:
- Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC52-06NA25396
- OSTI ID:
- 1090693
- Report Number(s):
- LA-UR--13-26482
- Country of Publication:
- United States
- Language:
- English
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