[ExI] The Bayes Dance

Jef Allbright jef at jefallbright.net
Mon Feb 18 21:28:32 UTC 2008

I like the poetry and profundity of this text at Black Belt Bayesian
and thought it well worth sharing:

> But the Bayes Dance is a very special kind of dance, because if you do
> it right, you never have any idea where you're going. In fact, to
> those who can't hear the Music of the Evidence, the Bayes Dance looks
> exactly like a random walk. Just like "if we knew what we were doing,
> it wouldn't be research", one can say that "if we knew where we were
> going, it wouldn't be Bayes". Take a Bayesian to a regular dance
> lesson, and he will say, "if I already know I'm going to have to step
> to the left, then that must be a better place for my foot, so why not
> put it there to start with?" ...
> So in Bayes Bayes Revolution, as indeed in life, there is no
> predictable routine you can practice. All you can do is align your gut
> feelings with the math so they can work with any input.


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