Quote of the Week, June 27, 2007

I want to use this short quote by Andrew Gelman to highlight many interesting topics at the recent Third Workshop on Monte Carlo Methods. This is part of Andrew Gelman’s empahsis on the fundamental importance of thinking through priors. He argues that “non-informative” priors (explicit, as in Bayes, or implicit, as in some other methods) can in fact be highly constraining, and that weakly informative priors are more honest. At his talk on Monday, May 14, 2007 Andrew Gelman explained:

You want to supply enough structure to let the data speak,
but that’s a tricky thing.

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