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Added initial text on Jeffreys priors #163

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Merged
merged 8 commits into from
Jan 25, 2014

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zaxtax
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@zaxtax zaxtax commented Dec 17, 2013

Added initial text on jeffey's priors. I think need to create plots and explain Fisher information.

@@ -1393,7 +1393,17 @@
"\n",
"## Jefferys Priors\n",
"\n",
"TODO."
"Earlier, we talked about objective priors rarely are *objective*. Partly what we mean by this is that we want a prior that doesn't bias our posterior estimates. The flat prior seems like a reasonable choice as it assigns equal probability to all values. \n",
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"we talked about objective priors rarely are objective" I think there is a word missing here.

@CamDavidsonPilon
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whoah this was one I was putting off due to sheer difficulty! Thanks for looking into this! I'll review this over the weekend (I have some Ottawa -> Toronto 🚋 time)

@zaxtax
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zaxtax commented Jan 2, 2014

@CamDavidsonPilon I am using http://www.cs.berkeley.edu/~jordan/courses/260-spring10/lectures/lecture6.pdf and http://www.cs.berkeley.edu/~jordan/courses/260-spring10/lectures/lecture7.pdf as my guides on how to write this, though I have no intention of covering reference priors.

@CamDavidsonPilon
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LGTM, thanks again @zaxtax for rolling this out. Mergin now!

CamDavidsonPilon added a commit that referenced this pull request Jan 25, 2014
Added initial text on Jeffreys priors
@CamDavidsonPilon CamDavidsonPilon merged commit 0c4e5f6 into CamDavidsonPilon:master Jan 25, 2014
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3 participants