Bayesian Statistics: The three cultures
Three Bayesian “cultures” and pragmatism
- Thread centers on subjective vs objective vs “pragmatic” Bayes.
- One framing: two axes – informative vs uninformative priors, and iteration vs no iteration – with most practitioners seen as iterative and using weakly informative priors.
- Some see “pragmatic Bayes” as what people actually doing applied work use; others argue the “no iteration” positions are strawmen or only exist under specific academic incentives.
- Critics say “pragmatic” is vague and risks masking unresolved foundational issues.
Frequentist vs Bayesian debates and practice
- Many commenters view the “war” as overblown and emphasize using whatever works.
- Others argue frequentist methods have been heavily misused (p‑hacking, eugenics, junk science), motivating Bayesian alternatives.
- Counterpoint: Bayesian methods are equally abusable, especially with flexible software and complex models.
- Several note that with genuinely uninformative priors, frequentist and Bayesian answers often align.
Priors, subjectivity, and “Bayesian hacking”
- Priors are framed as explicit encodings of prior knowledge; you can examine sensitivity of posteriors to different priors.
- Example of ghosts/ESP illustrates how strong priors demand extremely strong evidence.
- Some worry priors resemble “stereotyping”; others argue all analysis is subjective, and making assumptions explicit is more honest.
- Concern that iterating priors and models until “fit looks good” is akin to p‑hacking.
Iteration, model checking, and incentives
- Strong disagreement over “no iteration”: some say iteration is essential; others note formal testing frameworks often assume no post‑hoc tweaking.
- Scientific incentives (p < 0.05, publish or perish) push people to treat iteration as suspect, encouraging standardized tests instead of tailored models.
- Suggestions: preregistration, blinding, strict train/test/validation splits, and clear separation of EDA from confirmatory analysis.
Machine learning / deep learning connections
- Several note ML has long used Bayesian ideas (e.g., variational inference, probabilistic modeling), though much of modern ML is prediction‑driven and “algorithmic,” not data‑generation‑driven.
- Neural nets can be treated in either Bayesian or frequentist ways; Bayesian deep learning frameworks and ELBO/variational methods are highlighted.
- Debate whether ML aligns with “pragmatic Bayes” or is a distinct culture focused almost solely on predictive performance.
Foundations and meaning of probability
- Extended side discussion on whether probability is well‑defined or falsifiable.
- Responses range from formal measure‑theoretic definitions, to probability as plausibility/degree of belief, to the view that probabilities are only cleanly defined under symmetry assumptions.
- Some argue heavy reliance on hypothesis testing has led whole fields into reproducibility crises.