> The idea that priors are somehow ruining an "objective" model is just absurd to me.
I think some caution can be justified to a certain extent (not the blind "emotional" objections). When establishing priors in a low data regime, one must necessarily be careful. It's a knob whose mass can change a lot in the inference conclusion. That said, if we trust our belief about the region the available data do not inform us well of, why not utilize our domain knowledge/belief?
I think some caution can be justified to a certain extent (not the blind "emotional" objections). When establishing priors in a low data regime, one must necessarily be careful. It's a knob whose mass can change a lot in the inference conclusion. That said, if we trust our belief about the region the available data do not inform us well of, why not utilize our domain knowledge/belief?