Archive for bogosity

“Not only defended but also applied”: The perceived absurdity of Bayesian inference

Posted in Books, Statistics, University life with tags , , , , , , , on October 13, 2011 by xi'an

After a first unsuccessful attempt at publishing a note on the great Willliam Feller’s dismissive attitude towards Bayesian statistics, in An Introduction to Probability Theory and Its Applications, and more broadly about misconceptions on Bayesianism, jointly with Andrew Gelman, last year, we have rewritten some of it and resubmitted to The American Statistician. It has also been re-arXived. Here is the abstract:

Abstract. The missionary zeal of many Bayesians has been matched, in the other direction, by a view among some theoreticians that Bayesian methods are absurd—not merely misguided but obviously wrong in principle. We consider several examples, beginning with Feller’s classic text on probability theory and continuing with more recent cases such as the perceived Bayesian nature of the so-called doomsday argument. We analyze in this note the intellectual background behind various misconceptions about Bayesian statistics, without aiming at a complete historical coverage of the reasons for this dismissal.