Quote of the Week, July 26, 2007

Peter Bickel:

“Bayesian” methods have, I think, rightly gained favor in astronomy
as they have in other fields of statistical application. I put “Bayesian” in quotation marks because I do not believe this marks a revival in the sciences in the belief in personal probability. To me it rather means that all information on hand should be used
in model construction, coupled with the view of Box[1979 etc], who considers himself a Bayesian:

Models, of course, are never true but fortunately it is only necessary that they be useful.

The Bayesian paradigm permits one to construct models and hence statistical methods which reflect such information in an, at least in principle, marvellously simple way. A frequentist such as myself feels as at home with these uses of Bayes principle
as any Bayesian.

From Bickel, P. J. “An Overview of SCMA II”, in Statistical Challenges in Modern Astronomy II, editors G. Jogesh Babu and Eric D. Feigelson, 1997, Springer-Verlag, New York,p 360.

[Box 1979] Box, G. E. P. , 1979, “Some Problems of statistics and everyday life”. J. Amer. Statst. Assoc., 74, 1-4.

Peter Bickle had so many interesting perspectives in his comments at these SCMA conferences that it was hard to choose just one set.

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