Bayesian Analysis
- Bayesian Anal.
- Volume 1, Number 3 (2006), 385-402.
The case for objective Bayesian analysis
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
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.Project Euclid: euclid.ba/1340371037
- 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.Project Euclid: euclid.ba/1340371038
- 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.Project Euclid: euclid.ba/1340371039
- 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.Project Euclid: euclid.ba/1340371040
- 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.Project Euclid: euclid.ba/1340371041
- 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.Project Euclid: euclid.ba/1340371042
- 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.Project Euclid: euclid.ba/1340371043
- 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.Project Euclid: euclid.ba/1340371044
- Related item: James Berger. Rejoinder. Bayesian Anal., Vol. 1, Iss. 3 (2006), 451-456.Project Euclid: euclid.ba/1340371045
