"Not Only Defended But Also Applied" : The Perceived Absurdity of Bayesian Inference.
Robert, Christian P.; Gelman, Andrew (2013), "Not Only Defended But Also Applied" : The Perceived Absurdity of Bayesian Inference., The American Statistician, 67, 1, p. 1-5. http://dx.doi.org/10.1080/00031305.2013.760987
TypeArticle accepté pour publication ou publié
External document linkhttp://arxiv.org/abs/1006.5366v5
Journal nameThe American Statistician
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Abstract (EN)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.
Subjects / KeywordsLaplace law of succession; Frequentist; Foundations; Doomsdsay argument
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Inherent difficulties of non-Bayesian likelihood-based inference, as revealed by an examination of a recent book by Aitkin Gelman, Andrew; Robert, Christian P.; Rousseau, Judith (2013) Article accepté pour publication ou publié