| >It's a perfectly frequentist thing to do to compare a sequence of probabilistic predictions to the realised outcomes to see how well-calibrated they are. Yeah but it's a philosophical point of view. The bayesian sees this calibration process as the probability changing with more knowledge. The frequentist sees it as exactly you described a calibration... a correction on what was previously a more wrong probability. >A weather forecaster that looks at satellite images will score better than one that predicts every day the average global rainfall. Being a frequentist doesn't prevent you from trying to do as well as you can. Look at this way. Let's say I know that the next 100 days there will be sunny weather every day except for the 40th day, the 23rd day, the 12th day, the 16th day, the 67th day, the 21st day, the 19th day, the 98th day, and the 20th day. On those days there will be rain. Is there any practicality if I say in the next 100 days there's a 9% chance of rain? I'd rather summarize that fact then regurgitate that mouthful. The statement and usage of the worse model is still relevant and has semantic meaning. This is a example of deliberately choosing a model that is objectively worse then the previous one but it is chosen because it is more practical. In the same way we use approximate models, entropy is the same thing. Personally I think this is irrelevant to the argument. I bring it up because associating the mathematical definitions of these concepts with practical daily intuition seems to be help your understanding. |
Ok, so the Bayesian starts with one probability (the best available) and ends with another probability (the best available). While the frequentist ends with two probabilities - one more right and one more wrong. Good enough for this discussion, it makes clear that frequentists are also able to use the “more right” probability instead of the “more wrong” probability when they know more. (Of course they can also keep using the “more wrong” probability - we agree that both options exist.)
> The statement and usage of the worse model is still relevant and has semantic meaning.
Sure. But the meaning no longer includes “as far as we know” as it would be in the absence of other knowledge. It’s still relevant but not as much as before. And I still wonder if you really claimed that _nobody_ would say “there is 0% probability of rain in the next ten days” if they knew it with certainty - or maybe I misread your comment.