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sidrajaram | 11 years ago
I'm not buying in just yet, because although it's nice to talk about model specification as completely independent processes, the availability of fast inference algorithms sometimes dictates what models you should choose. Sometimes less exact models with a larger parameter space that allows you to crunch orders of magnitude larger datasets (with approximate inference algorithms) yield more useful results than better specified models...and sometimes not. The thing if one still needs to know the whens and whys of picking certain models over others, and can't just gloss over the inference details.
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