Just as curiosity and point of general discussion,
Coming from a field (genomics/biology) where weights are abused, I always thought that the beauty of Bayesian inference is that “weights” is a piece of information that has to be sought from the data, with proper modelling.
How this ad hoc imposition of the information content of a data point is compatible to Bayesian inference?
Could you provide an example where this procedure is needed/better than pure Bayesian inference?
Thanks