Posts Tagged With: Gelman

Gelman est effectivement une erreur statistician

eiffel-tower-design-bill-cannonA reader calls my attention to Andrew Gelman’s blog announcing a talk that he’s giving today in French: “Philosophie et practique de la statistique bayésienne. He blogs:

I’ll try to update the slides a bit since a few years ago, to add some thoughts I’ve had recently about problems with noninformative priors, even in simple settings.

The location of the talk will not be convenient for most of you, but anyone who comes to the trouble of showing up will have the opportunity to laugh at my accent.

P.S. For those of you who are interested in the topic but can’t make it to the talk, I recommend these two papers on my non-inductive Bayesian philosophy:

[2013] Philosophy and the practice of Bayesian statistics (with discussion). British Journal of Mathematical and Statistical Psychology, 8–18. (Andrew Gelman and Cosma Shalizi)
[2013] Rejoinder to discussion. (Andrew Gelman and Cosma Shalizi)

[2011] Induction and deduction in Bayesian data analysis. Rationality, Markets and Morals}, special topic issue “Statistical Science and Philosophy of Science: Where Do (Should) They Meet In 2011 and Beyond?” (Andrew Gelman)

These papers, especially Gelman (2011), are discussed on this blog (in “U-Phils”). Comments by Senn, Wasserman, and Hennig may be found here, and here,with a response here (please use search for more).

As I say in my comments on Gelman and Shalizi, I think Gelman’s position is (or intends to be) inductive– in the sense of being ampliative (going beyond the data)– but simply not probabilist, i.e., not a matter of updating priors. (A blog post is here)[i]. Here’s a snippet from my comments: Continue reading

Categories: Error Statistics, Gelman | Tags: | 17 Comments

U-PHIL: Stephen Senn (2): Andrew Gelman

 I agree with Senn’s comments on the impossibility of the de Finetti subjective Bayesian approach.  As I wrote in 2008, if you could really construct a subjective prior you believe in, why not just look at the data and write down your subjective posterior.  The immense practical difficulties with any serious system of inference render it absurd to think that it would be possible to just write down a probability distribution to represent uncertainty.  I wish, however, that Senn would recognize “my” Bayesian approach (which is also that of John Carlin, Hal Stern, Don Rubin, and, I believe, others).  De Finetti is no longer around, but we are!
Categories: Philosophy of Statistics, Statistics, U-Phil | Tags: , , , , | 4 Comments

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