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>My particular pet peeve lately is people (especially prevalent in the rationalist sphere) that talk about how Bayesian they are, but don't know what a conjugate prior is, or have no understanding of MCMC sampling. There is absolutely nothing wrong with not knowing either of those two things - but if you don't know either, then describing yourself as a Bayesian is just putting on airs.

Mine is related: philosophy types who don't actually know much about the not-philosophy fields they're trying to address. For instance, I once heard someone complain that Bayesianism sucks because of the Problem of New Hypotheses.

I explained what nonparametric models are. They were very surprised and excited to hear that this was a thing.

What.



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