University of Sheffield

Tony O'Hagan - Academic pages - Abstracts


Science, subjectivity and software (Comments on articles by Berger and Goldstein)

O'Hagan, A.

Department of Probability and Statistics, University of Sheffield, Sheffield, England

Publication details: Bayesian Analysis 1, 445-450, 2006.


The dangerous heresy of so-called 'objective' Bayesian methods is again propounded by Berger. These comments are my attempt to save Bayesian statistics.

I have deliberately chosen rather dramatic, perhaps inflammatory, language in the above sentences. I do not expect all readers to view Berger's proposals in the same terms, but I hope that they will find my comments thought-provoking and constructive. It is undoubtedly true that the use of weakly informative prior distributions is both essential and valuable in practice. However, it is vitally important that their role is properly understood, instead of being grossly overstated.

My comments continue with some thoughts about Bayesian software that I hope are in tune with the agenda of the 'objective Bayesians', and certainly with the goal of spreading Bayesian methods more widely.

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Updated: 22 June 2006
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