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2013 ; 66
(1
): 8-38
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Philosophy and the practice of Bayesian statistics
#MMPMID22364575
Gelman A
; Shalizi CR
Br J Math Stat Psychol
2013[Feb]; 66
(1
): 8-38
PMID22364575
show ga
A substantial school in the philosophy of science identifies Bayesian inference
with inductive inference and even rationality as such, and seems to be
strengthened by the rise and practical success of Bayesian statistics. We argue
that the most successful forms of Bayesian statistics do not actually support
that particular philosophy but rather accord much better with sophisticated forms
of hypothetico-deductivism. We examine the actual role played by prior
distributions in Bayesian models, and the crucial aspects of model checking and
model revision, which fall outside the scope of Bayesian confirmation theory. We
draw on the literature on the consistency of Bayesian updating and also on our
experience of applied work in social science. Clarity about these matters should
benefit not just philosophy of science, but also statistical practice. At best,
the inductivist view has encouraged researchers to fit and compare models without
checking them; at worst, theorists have actively discouraged practitioners from
performing model checking because it does not fit into their framework.
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