A personal history of Bayesian statistics. (31st January 2014)

• Record Type: Journal Article
• Authors: Leonard, Thomas Hoskyns
• Is Part Of: Wiley interdisciplinary reviews. Volume 6:Number 2(2014)
• Page Start: 80
• Page End: 115
• Publication Date: 2014-01-31
• Subjects: Mathematical statistics -- Data processing -- Periodicals; Science -- Data processing -- Periodicals; Social sciences -- Data processing -- Periodicals; Mathematical statistics -- Periodicals; 519.50285
• DOI: 10.1002/wics.1293
• Languages: English
• ISSNs: 1939-5108

Abstract

<abstract abstract-type="main" id="wics1293-abs-0001"> <title> <x xml:space="preserve">Abstract</x> </title> <p id="wics1293-para-0002">The history of Bayesian statistics is traced, from a personal perspective, through various strands and via its re‐genesis during the 1960s to the current day. Emphasis is placed on broad‐sense Bayesian methodology that can be used to meaningfully analyze observed datasets. Over 750 people in science, medicine, and socioeconomics, who have influenced the evolution of the Bayesian approach into the powerful paradigm that it is today, are highlighted. The frequentist/Bayesian controversy is addressed, together with the ways in which many Bayesians combine the two ideologies as a Bayes/non‐Bayes compromise, e.g., when drawing inferences about unknown parameters or when investigating the choice of sampling model in relation to its real‐life background. A number of fundamental issues are discussed and critically examined, and some elementary explanations for nontechnical readers and some personal reminiscences are included. Some of the Bayesian contributions of the 21st century are subjected to more detailed critique, so that readers may learn more about the quality and relevance of the ongoing research. A recent resolution of Lindley's paradox by Baskurt and Evans is reported. The axioms of subjective probability are reassessed, some state‐of‐the‐art alternatives to Leonard Savage's axioms of utility are discussed, and Deborah Mayo and Michael Evan's refutation of Allan Birnbaum's 1962 justification of the likelihood principle in terms of the sufficiency and conditionality principles is addressed. <italic>WIREs Comput Stat</italic> 2014, 6:80–115. doi: 10.1002/wics.1293</p> <p>For further resources related to this article, please visit the <ext-link ext-link-type="uri" xlink:href="http://wires.wiley.com/remdoi.cgi?doi=10.1002/wics.1293" xlink:type="simple" xmlns:xlink="http://www.w3.org/1999/xlink">WIREs website</ext-link>.</p> <p id="wics1293-para-0003">Additional Supporting Information may be found at <ext-link ext-link-type="uri" xlink:href="http://www.thomashoskynsleonard.co.uk" xlink:type="simple" xmlns:xlink="http://www.w3.org/1999/xlink">http://www.thomashoskynsleonard.co.uk</ext-link>.</p> <p>Disclaimer: Reference to third party websites in this article does not constitute an endorsement or recommendation by the Publisher. Views and opinions expressed on third party websites are personal to the author and do not necessarily reflect those of this Publisher.</p> <p id="wics1293-para-0004">Conflict of interest: The author has declared no conflicts of interest for this article.</p> </abstract>