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Sep 23, 2020 at 11:32 history edited Xi'an CC BY-SA 4.0
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Aug 7, 2020 at 3:41 history edited Xi'an CC BY-SA 4.0
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May 29, 2020 at 20:05 history edited Xi'an CC BY-SA 4.0
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Jan 3, 2018 at 21:30 history edited Xi'an CC BY-SA 3.0
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Nov 11, 2015 at 4:44 history bounty ended Glen_b
Nov 9, 2015 at 13:10 history edited Xi'an CC BY-SA 3.0
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Nov 7, 2015 at 15:23 comment added Xi'an Correct: The Fisher information is derived from the density behind the observations, thus uses a frequency property of the distribution. Most parameters are also defined in terms of (frequency) moments of this distribution. Whether this is "good" or "bad" remains a matter of opinion.
Nov 7, 2015 at 15:15 history edited Xi'an CC BY-SA 3.0
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Nov 7, 2015 at 11:29 comment added gwr Yes, I thought about that, but that amounts a bit to frequentism in itself from my preliminary understanding, doesn't it? Somehow MaxEnt seemed clearer from what I know which definitely is a kind of information that needs maximization... ;)
Nov 7, 2015 at 10:31 comment added Xi'an @gwr: if you read the reference prior literature, you will see that they consider the expected information, so it does not depend on the data.
Nov 7, 2015 at 9:58 comment added gwr Regarding maximizing the information brought in by the data: Why should the prior be dependent upon the data or the likelihood for that?
Nov 7, 2015 at 9:33 history edited Xi'an CC BY-SA 3.0
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Nov 7, 2015 at 9:28 history edited Xi'an CC BY-SA 3.0
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Jun 7, 2015 at 12:44 comment added P.Windridge Re. uniform prior- Olle Haggstrom gives a very nice talk on this ("Notes From My Personal Crusade Against The Uniform Distribution"). The uniform distribution can say something utterly ludicrous, it is a modelling assumption, and definitely not the same as no information!
Jan 13, 2012 at 19:35 comment added Manoel Galdino It's almost unfair. After all, he's Christian Robert! Just kidding. Great answer. And I'd love if @Xi'an could expand it in a post at his blog, specially about how parametrization is important to the topic of "uninformative" priors.
Jan 3, 2012 at 18:26 vote accept Fomite
Jan 3, 2012 at 18:26 comment added Fomite An outstanding answer. Thank you. And yet another book to go on the wish list.
Jan 3, 2012 at 15:00 comment added whuber +1 Thank you for a good and well-informed overview of the issues.
Jan 3, 2012 at 15:00 comment added cardinal (+1) For an objective (no less!), straightforward answer.
Jan 3, 2012 at 13:07 comment added Elvis (+1) Your book? Oh damn. I so have 387 questions for you :)
Jan 3, 2012 at 11:50 history answered Xi'an CC BY-SA 3.0