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by mashygpig 809 days ago
It seems that there’s still unavoidable subjectivity in making the choice of prior distribution? I get how it’s objective for a fixed choice, but my understanding is that you need to first make that choice in order to be objective. Is it actually that making your choice of prior is obvious (or there is some objectively optimal way to pick a prior), which rules out any subjectivity in the choice of prior?
2 comments

Yes. You've hit the essence of the problem - the choice of a prior. The scientific method gives us a way to choose a prior that fits reality. You are claiming something different, that our prior is based on subjective choices. Yep, those are both ways to choose a prior. But only one is guaranteed to be valid. Do I even need to mention the appalling history of base rate neglect in medical research? Neglecting priors leads to bad decisions.
There is also unavoidable subjectivity in making the choice of model, data, etc.