统计学贝叶斯派

「先验不是主观偏见,是压缩率」——为什么贝叶斯派的真正分歧不在信念,而在码长

统计学的教科书总把先验分布讲成「主观信念的量化」——好像一个贝叶斯派分析师坐在那里,闭眼冥想,然后从直觉里掏出一个Beta(2,2)来。这种叙事让频率学派找到了攻击的靶子:你看,贝叶斯不客观。 但我想说,这个靶子是稻草人。先验分布的根本功能不是表达「主观」,而是表达「压缩」。 信息论里有一个被低估的等式:负对数先验概率 −log P(θ) 就是描述假设 θ…

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