Bayesian Analysis

Does it make sense to be an "objective Bayesian"? (comment on articles by Berger and by Goldstein)

Stephen E. Fienberg

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The subjective-objective dialogue between Goldstein (2006) and Berger (2006) lays out strong cases for what seem to be two schools of Bayesian thought. But a closer look suggests to me that while both authors address the pragmatics of their approaches, only one qualifies as a school of thought. In these comments I address briefly seven dimensions: the history of Bayesian thought, the different roles for a Bayesian approach, the subjectivity of scientists and the illusion of objectivity, the subjectivity of the likelihood function, the difficulty in separating likelihood from prior, pragmatism, and the fruitless search for the objective prior.

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Bayesian Anal. Volume 1, Number 3 (2006), 429-432.

First available in Project Euclid: 22 June 2012

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Dutch book Holy Grail Normative theory Subjective likelihood


Fienberg, Stephen E. Does it make sense to be an "objective Bayesian"? (comment on articles by Berger and by Goldstein). Bayesian Anal. 1 (2006), no. 3, 429--432. doi:10.1214/06-BA116C.

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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.