So glad to hear someone (Dawkins, around 3:00) give the correct interpretation of Hamlet's phrase "your philosophy": it just means "philosophy," which in Elizabethan English is roughly equivalent to the word "science" as we use it today. Hamlet uses "your" the same way when he says "Your worm is your only emperor for diet." He is not contrasting one "philosophy," in the modern sense of a personal worldview or outlook on life (a sense of the word that did not exist in Shakespeare's time), with another, but scientific knowledge with things that are outside of it.
"You, know, the lunatic asylums are full of these people who have these private beliefs - and we lock them up!" A rare "Ouch!" Prof. Dawkins. Not very nice and not very true.
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FYI: I responded to the infinite regress argument in my book, seen in this post of mine.
http://www.closertotruth.com/participant/Stephen-Law/154