Bayesian Analysis

Objections to Bayesian statistics

Andrew Gelman

Full-text: Open access

Abstract

Bayesian inference is one of the more controversial approaches to statistics. The fundamental objections to Bayesian methods are twofold: on one hand, Bayesian methods are presented as an automatic inference engine, and this raises suspicion in anyone with applied experience. The second objection to Bayes comes from the opposite direction and addresses the subjective strand of Bayesian inference. This article presents a series of objections to Bayesian inference, written in the voice of a hypothetical anti-Bayesian statistician. The article is intended to elicit elaborations and extensions of these and other arguments from non-Bayesians and responses from Bayesians who might have different perspectives on these issues.

Article information

Source
Bayesian Anal. Volume 3, Number 3 (2008), 445-449.

Dates
First available in Project Euclid: 22 June 2012

Permanent link to this document
https://projecteuclid.org/euclid.ba/1340370429

Digital Object Identifier
doi:10.1214/08-BA318

Mathematical Reviews number (MathSciNet)
MR2434394

Zentralblatt MATH identifier
1330.62046

Keywords
Foundations Comparisons to other methods

Citation

Gelman, Andrew. Objections to Bayesian statistics. Bayesian Anal. 3 (2008), no. 3, 445--449. doi:10.1214/08-BA318. https://projecteuclid.org/euclid.ba/1340370429


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See also

  • José M. Bernardo. Comment on article by Gelman. Bayesian Anal., Vol. 3, Iss. 3 (2008), 451-453.
  • Joseph B. Kadane. Comment on article by Gelman. Bayesian Anal., Vol. 3, Iss. 3 (2008), 455-457.
  • Stephen Senn. Comment on article by Gelman. Bayesian Anal., Vol. 3, Iss. 3 (2008), 459-461.
  • Larry Wasserman. Comment on article by Gelman. Bayesian Anal., Vol. 3, Iss. 3 (2008), 463-465.
  • Andrew Gelman. Rejoinder. Bayesian Anal., Vol. 3, Iss. 3 (2008), 467-477.