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wespiser_2018 | 3 years ago
One of the better data scientists I've worked with explained to me that his entire job was 'quantifying uncertainty', and after working in the field I definitely believe it. You could play around with RStan for the weekend and gain an intuition for how evidence changes hypothesis and how a hypothesis could be the "most likely" but still "unlikely" in an absolute sense, all with tremendous uncertainty in your prediction.
Still, when you try to communicate the results of a model, uncertainty is simply hard to communicate when people are interest in using your analysis for a snap decision, and the uncomfortable truth is "we can't tell you" is a fine modeling result.
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