Bayesian Analysis

The case for objective Bayesian analysis

James Berger

Full-text: Open access

Abstract

Bayesian statistical practice makes extensive use of versions of objective Bayesian analysis. We discuss why this is so, and address some of the criticisms that have been raised concerning objective Bayesian analysis. The dangers of treating the issue too casually are also considered. In particular, we suggest that the statistical community should accept formal objective Bayesian techniques with confidence, but should be more cautious about casual objective Bayesian techniques.

Article information

Source
Bayesian Anal. Volume 1, Number 3 (2006), 385-402.

Dates
First available in Project Euclid: 22 June 2012

Permanent link to this document
https://projecteuclid.org/euclid.ba/1340371035

Digital Object Identifier
doi:10.1214/06-BA115

Mathematical Reviews number (MathSciNet)
MR2221271

Zentralblatt MATH identifier
1331.62043

Keywords
History of objective Bayes reference priors matching priors invariance information Jeffreys priors frequentist validation subjective Bayes elicitation unification of statistics coherency marginalization paradox vague proper priors data dependent priors

Citation

Berger, James. The case for objective Bayesian analysis. Bayesian Anal. 1 (2006), no. 3, 385--402. doi:10.1214/06-BA115. https://projecteuclid.org/euclid.ba/1340371035


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See also

  • Related item: J. Andres Christen. Stop using 'subjective' to refer to Bayesian analyses (comment on articles by Berger and by Goldstein. Bayesian Anal., Vol. 1, Iss. 3 (2006), 421-422.
  • Related item: David Draper. Coherence and calibration: comments on subjectivity and "objectivity'' in Bayesian analysis (comment on articles by Berger and by Goldstein). Bayesian Anal., Vol. 1, Iss. 3 (2006), 423-428.
  • Related item: Stephen E. Fienberg. Does it make sense to be an "objective Bayesian"? (comment on articles by Berger and by Goldstein). Bayesian Anal., Vol. 1, Iss. 3 (2006), 429-432.
  • Related item: Joseph B. Kadane. Is "objective Bayesian analysis" objective, Bayesian, or wise? (comment on articles by Berger and by Goldstein) . Bayesian Anal., Vol. 1, Iss. 3 (2006), 433-436.
  • Related item: Robert E. Kass. Kinds of Bayesians (comment on articles by Berger and by Goldstein). Bayesian Anal., Vol. 1, Iss. 3 (2006), 437-440.
  • Related item: Frank Lad. Objective Bayesian statistics...Do you buy it? Should we sell it? (comment on articles by Berger and by Goldstein). Bayesian Anal., Vol. 1, Iss. 3 (2006), 441-444.
  • Related item: Anthony O'Hagan. Science, subjectivity and software (comment on articles by Berger and by Goldstein). Bayesian Anal., Vol. 1, Iss. 3 (2006), 445-450.
  • Related item: Larry Wasserman. Frequentist Bayes is objective (comment on articles by Berger and by Goldstein). Bayesian Anal., Vol. 1, Iss. 3 (2006), 451-456.
  • Related item: James Berger. Rejoinder. Bayesian Anal., Vol. 1, Iss. 3 (2006), 451-456.