Friday, November 20, 2009

#79. Old paper by Andrew Gelman

Bayesian Analysis recently published and had discussed a short piece by Andrew Gelman in which he played the role of an `anti-Bayesian' (sic) and proposed a number of objections to Bayesian statistics.

There is something inherently wrong when a journal editor asks a statistician to adapt an April Fool's Day blog post for publication and discussion in a (nominally at least) scientific journal, then the statistician (of course) closes the discussion by taking the chance to `dismount' said objections. That can only turn out as an exercise of frivolity or a postmodern parody of a scientific discussion.

This being said, when expert people talk about something they've been thinking about for years, we mere mortals may find something to learn however lightly they gloss over the depths of the subject.

Andrew Gelman (2008). Objections to Bayesian statistics. Bayesian Analysis 3, 445-478 (with discussion by Bernardo, Kadane, Senn and Wasserman).


If you don't feel like downloading each item separately, you can download the whole issue here (3.8 Mb!) and print the parts you're interested in.


Finally, here you are a completely unrelated blog post on the Bayesian-or-Frequentist thing. Additionally, in the comments to that post there are several links which may be of interest.

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