For a long time, I thought that there are statistics experts that know how to do statistics in the best way. Now I realize that it's an open problem, and it is exactly the problem machine learning is trying to solve.
Infinitely many do. Some do better than others. Among those that do it best, some have lower Kolmogoroff complexity than others.
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how can you find it if you can't compute it?
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Everything is computation, but some computations are optimal or approximate optimality while others are heuristics.
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