Wednesday, April 15, 2020

good summary gelman philosophy of Bayesian statistics

Bayesian statistical pragmatism






Thank you for writing this.  This is the clearest and quite comprehensive (even though short and to the point) support for your philosophical views, and I am inclined to agree on all counts.

I read Gelman and Shalizi 2010, and enjoyed it a lot, what my novice brain could understand.  But the summary above hits and handles all the difficulties, and is easy to read.

I would recommend people read Gelman and Shalizi 2010 "Philosophy and the practice of Bayesian statistics" [ http://www.stat.columbia.edu/~gelman/research/unpublished/philosophy.pdf ] for the section on Mayo's "severe" testing of models, Section 4 "Model checking" - the only lack of the summary above that I can see.

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