“Not Only Defended But Also Applied”: The Perceived Absurdity of Bayesian Inference

Abstract

The missionary zeal of many Bayesians of old has been matched, in the other direction, by an attitude among some theoreticians that Bayesian methods were 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.

A Posteriori Ratemaking With Panel Data

“…Finally, compared to the BMS that comes from cross-section data, the BMSpanel models avoid a part of the philosophical controversy regarding the induction problem. Although the subject was more controversial in the second half of the 20th century, this problem is still under discussion (for example, see Shalizi, 2013, or Gelman andRobert, 2013 who discuss this problem for Bayesian inference purposes). In the old BMS application, the controversy comes from the prediction part of the model.…”

Examining the structure of spatial health effects in Germany using Hierarchical Bayes Models

“…The incomplete knowledge about these parameters is assumed to be random (Gelman and Robert, 2013). 10 The true effect could still be very small, however, since it is not possible to test whether it is exactly zero.…”

Acerca de la defensa de la racionalidad bayesiana y la obra de Mario Bunge

“…Por otro lado, en defensa del estadístico bayesiano, podría argumentarse que el ejemplo está desenfocado y que el problema de Laplace no consiste en la asignación de la distribución previa sino en la asignación de la verosimilitud como una distribución binomial, que considera eventos independientes, a un problema que, a todas luces, no debería asumir una probabilidad deéxito constante cada día, ni tampoco que los días en los cuales el sol ha salido son eventos independientes unos de otros (Gelman & Robert 2013).…”