Bayesian Analysis

Coherence and calibration: comments on subjectivity and "objectivity'' in Bayesian analysis (comment on articles by Berger and by Goldstein)

David Draper

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Abstract

In this contribution to the discussion of "The case for objective Bayesian analysis" by James Berger and "Subjective Bayesian analysis: principles and practice" by Michael Goldstein, I argue that (a) all Bayesian work is inherently subjective and needs to be guided simultaneously by considerations of both coherence and calibration, and (b) "objective" (diffuse) prior distributions are sometimes, but not always, useful in attaining good calibrative performance---it depends (as usual) on your judgment about how knowns (e.g., past observables) and unknowns (e.g., future observables) are related.

Article information

Source
Bayesian Anal. Volume 1, Number 3 (2006), 423-428.

Dates
First available in Project Euclid: 22 June 2012

Permanent link to this document
https://projecteuclid.org/euclid.ba/1340371038

Digital Object Identifier
doi:10.1214/06-BA116B

Mathematical Reviews number (MathSciNet)
MR2221274

Zentralblatt MATH identifier
1331.62045

Keywords
Meta-analysis out-of-sample predictive calibration

Citation

Draper, David. Coherence and calibration: comments on subjectivity and "objectivity'' in Bayesian analysis (comment on articles by Berger and by Goldstein). Bayesian Anal. 1 (2006), no. 3, 423--428. doi:10.1214/06-BA116B. https://projecteuclid.org/euclid.ba/1340371038


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References

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See also

  • Related item: James Berger. The case for objective Bayesian analysis. Bayesian Anal., Vol. 1, Iss. 3 (2006), 385-402.
  • Related item: Michael Goldstein. Subjective Bayesian Analysis: Principles and Practice. Bayesian Anal., Vol. 1, Iss. 3 (2006), 403-420.