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arXiv 2002.06467math.STstat.MEstat.TH
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贝叶斯统计中的漏洞

Holes in Bayesian Statistics

Andrew Gelman, Yuling Yao

摘要:

每一种哲学都有漏洞,指出这些问题是哲学支持者的责任。以下是贝叶斯数据分析中的一些漏洞:(1)条件概率的通常规则在量子领域失败,(2)平坦或弱先验导致对我们关心的事情的可怕推断,(3)主观先验是不连贯的,(4)贝叶斯决策选择了错误的模型,(5)贝叶斯因子在平坦或弱先验存在的情况下失败,(6)由于Cantorian的原因,我们需要检查我们的模型,但这破坏了贝叶斯推理的一致性。贝叶斯统计的一些问题是由于人们试图做他们不应该做的事情而产生的,但其他漏洞并不那么容易修补。特别是,避免平坦的、弱的或传统的先验可能是一个好主意,但如果遵循这样的建议,将违背绝大多数贝叶斯实践,并要求我们面对贝叶斯推理的基本不一致性。这并不意味着我们认为贝叶斯推理是一个坏主意,但它确实意味着贝叶斯逻辑和贝叶斯工作流之间存在紧张关系,我们认为只有将贝叶斯逻辑视为一种工具,一种揭示模型假设中不可避免的不匹配和不连贯性的方式,而不是将其本身视为目的,才能解决这一问题。

英文摘要:

Every philosophy has holes, and it is the responsibility of proponents of a philosophy to point out these problems. Here are a few holes in Bayesian data analysis: (1) the usual rules of conditional probability fail in the quantum realm, (2) flat or weak priors lead to terrible inferences about things we care about, (3) subjective priors are incoherent, (4) Bayesian decision picks the wrong model, (5) Bayes factors fail in the presence of flat or weak priors, (6) for Cantorian reasons we need to check our models, but this destroys the coherence of Bayesian inference. Some of the problems of Bayesian statistics arise from people trying to do things they shouldn't be trying to do, but other holes are not so easily patched. In particular, it may be a good idea to avoid flat, weak, or conventional priors, but such advice, if followed, would go against the vast majority of Bayesian practice and requires us to confront the fundamental incoherence of Bayesian inference. This does not mean that we think Bayesian inference is a bad idea, but it does mean that there is a tension between Bayesian logic and Bayesian workflow which we believe can only be resolved by considering Bayesian logic as a tool, a way of revealing inevitable misfits and incoherences in our model assumptions, rather than as an end in itself.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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