description: a branch of statistics based on the Bayesian probability theory
64 results
by Tom Chivers · 6 May 2024 · 283pp · 102,484 words
, it came as a kind of a shock to discover that in most statistical conferences you had to fight for your right to work within Bayesian statistics to a mainly unsympathetic audience, with no real time left to go into the details of your work,” Bernardo went on. Grieve remembers something similar
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Full Monty Carlo’ was before the smartphone era, so no recordings exist.”111 (“Who would want to see a video of six male professors of Bayesian statistics taking their clothes off in front of a screaming crowd in a Spanish nightclub?”112 he went on to ask, in my view entirely misjudging
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all got a bit hairy and life preservers were thrown. “If we’d all have drowned,” he said, “that would have knocked the development of Bayesian statistics on the head rather.” “I have a sweatshirt from the third Valencia conference,” Grieve says cheerfully, “saying ‘Bayesians have more fun.’ ” In the decades since
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of trouble.”115 Meanwhile Dennis Lindley wasn’t exactly pouring oil on troubled water, telling a conference in 1975 that “the only good statistics is Bayesian statistics. [Bayes] is not just another technique to be added to our repertoire alongside, for example, multivariate analysis: it is the only method that can produce
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seem to be the case. Jens Koed Madsen, a cognitive psychologist at the London School of Economics, told me that he uses both frequentist and Bayesian statistics, depending on the question he’s trying to answer. Sophie Carr, a Bayesian statistician and founder of a consulting firm literally called Bays, says that
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needle much,” he says. “It might give you a hint of being convinced, but it doesn’t drown out your prior skepticism. That’s what Bayesian statistics gives the scientist, a vehicle for skepticism, a way to say, ‘I don’t believe this theory.’ “It’s a perverse incentive, for scientists to
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of as the arch-frequentist, says that “often frequentist approaches are best, but sometimes you do have enough prior information to say we can use Bayesian statistics, and in those situations it has clear advantages. That’s the nuanced position, but you’re not going to write a book saying that.” Cassie
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you want to approach your decision-making.”48 She also points out, probably rightly, that during her graduate studies at Duke University—“which is to Bayesian statistics approximately what the Vatican is to Catholicism”—the loudest voices shouting about how great Bayesianism is weren’t the professors but the students, mainly because
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to grasp. Sophie Carr, the statistician who runs the consultancy firm called Bays, is surprisingly nondogmatic about it as well. “I talk about frequentist and Bayesian statistics like rugby,” she says. The two codes of rugby—league and union—have subtly different rules, and fans of the two different disciplines are loudly
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Theory That Would Not Die. 108. José M. Bernardo, “The Valencia Story: Some Details on the Origin and Development of the Valencia International Meetings on Bayesian Statistics,” ISBA Newsletter, December 1999, https://www.uv.es/bernardo/ValenciaStory.pdf. 109. Ibid. 110. P. R. Freeman and A. O’Hagan, “Thomas Bayes’s Army
by Carissa Véliz · 21 Apr 2026 · 503pp · 129,255 words
probability as an expression of our degree of certainty about something and not as a property out there in the world. The core idea behind Bayesian statistics is that we should update our probabilities based on new evidence, which allows us to incorporate prior knowledge and continuously refine our understanding as more
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, confidence intervals, and p values. The fundamental assumption is that there is an objective truth that can be approached through repeated sampling and statistical analyses. Bayesian statistics views probability as a measure of subjective belief or uncertainty. The Bayesian goes around collecting more and more data, updating her beliefs again and again
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, it took us away from causes, and away from religious thinking. Life is funny that way; even the destiny of ideas is unpredictable. Frequentist and Bayesian statistics have opposite methods. Bayes’s theorem asks how likely a hypothesis is to be true, given the data you’ve seen. Frequentists ask, if your
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our coin will land heads, we are saying something both about the world and about our confidence in our belief. One of the strengths of Bayesian statistics is that you can consider all the data you have access to. If you do a study with frequentist statistics, you start from scratch; every
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the case, the strength of Bayesian thinking, taking into account prior data and updating it, is also its weakness: the choice of prior distribution. In Bayesian statistics, the selection of prior probabilities can significantly influence results, potentially introducing biases. In 2023, a group of nine “expert forecasters” estimated a 30.5 percent
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of England, 165 bank runs, 129–30 Bard, 101 Barrera, Alonso, 289 Bastet, 295 Bayes, Thomas, 35–36, 50, 110 thought experiment of, 106–7 Bayesian statistics, 35–36, 40, 106–7, 109–12, 143, 162, 163 Bear Sterns, 256 Beauvoir, Simone de, 220 Beck, Ulrich, 180, 190 Beckman, Preston, 236 bell
by Stuart Russell and Peter Norvig · 14 Jul 2019 · 2,466pp · 668,761 words
). The papers collected by Gilks et al. (1996) cover both theory and applications of MCMC. Since the mid-1990s, MCMC has become the workhorse of Bayesian statistics and statistical computation in many other disciplines including physics and biology. The Handbook of Markov Chain Monte Carlo (Brooks et al., 2011) covers many aspects
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brings together work from the fields of statistics and pattern recognition, so the story has been told many times in many ways. Good texts on Bayesian statistics include those by DeGroot (1970), Berger (1985), and Gelman et al. (1995). Bishop (2007), Hastie et al. (2009), Barber (2012), and Murphy (2012) provide excellent
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Systems, includes many Bayesian learning papers, as does the annual conference on Artificial Intelligence and Statistics. Specifically Bayesian venues include the Valencia International Meetings on Bayesian Statistics and the journal Bayesian Analysis. 1Statistically sophisticated readers will recognize this scenario as a variant of the urn-and-ball setup. We find urns and
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). Using the SIR algorithm to simulate posterior distributions. In Bernardo, J. M., de Groot, M. H., Lindley, D. V., and Smith, A. F. M. (Eds.), Bayesian Statistics 3. Oxford University Press. Rubinstein, A. (1982). Perfect equilibrium in a bargaining model. Econometrica, 50, 97–109. Rubinstein, A. (2003). Economics and psychology? The case
by Trevor Hastie, Robert Tibshirani and Jerome Friedman · 25 Aug 2009 · 764pp · 261,694 words
rates for projection pursuit regression and neural network training, Annals of Statistics 20: 608–613. Jordan, M. (2004). Graphical models, Statistical Science (Special Issue on Bayesian Statistics) 19: 140–155. Jordan, M. and Jacobs, R. (1994). Hierachical mixtures of experts and the EM algorithm, Neural Computation 6: 181–214. Kalbfleisch, J. and
by David Spiegelhalter · 2 Sep 2019 · 404pp · 92,713 words
the standard deviation of the population distribution divided by the square root of the sample size. * We shall see in Chapter 12 that practitioners of Bayesian statistics are happy using probabilities for epistemic uncertainty about parameters. * Strictly speaking, a 95% confidence interval does not mean there is a 95% probability that this
by Sharon Bertsch McGrayne · 16 May 2011 · 561pp · 120,899 words
probable cause. And he discovered the long-sought grail of probability, what future mathematicians would call the probability of causes, the principle of inverse probability, Bayesian statistics, or simply Bayes’ rule. Given the revered status of his work today, it is also important to recognize what Bayes did not do. He did
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probability theory. As the first since Laplace to apply formal Bayesian theory to a variety of important scientific problems, Jeffreys became the founder of modern Bayesian statistics. Statistically, the lines were drawn. Jeffreys and Fisher, two otherwise cordial Cambridge professors, embarked on a two-year debate in the Royal Society’s Proceedings
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, taboo since the nineteenth century. As Savage explained, when he wrote the book he was “not yet a personalistic Bayesian.” He thought he came to Bayesian statistics “seriously only through recognition of the likelihood principle; and it took me a year or two to make the transition.”21 According to the likelihood
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only combative one, Lindley defended Bayes’ rule like a fearless terrier or a devil’s advocate. In return, he was tolerated almost as comic relief. “Bayesian statistics is not a branch of statistics,” he argued. “It is a way of looking at the whole of statistics.” Lindley became known as a modern
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Bayesians and frequentists. RAND gradually weaned itself from air force funding by diversifying into social welfare research. The world can be thankful that Madansky’s Bayesian statistics forced the military to tighten safety measures. A number of false alerts suggestive of Soviet nuclear attacks were identified correctly before SAC could launch a
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and Schlaifer’s classic book for advanced statisticians, Applied Statistical Decision Theory, was published in 1961. Its careful, detailed analytical methods set the direction of Bayesian statistics for the next two decades. Today it sits on almost every decision analyst’s bookshelf. When Pratt joined Raiffa and Schlaifer to write Introduction to
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. It followed works by Jeffreys, Savage, and Raiffa and Schlaifer. Of all these works, only Mosteller and Wallace’s had dared treat real issues with Bayesian statistics and modern computers. Mosteller had thought about The Federalist papers for 23 years and worked on them for ten. It would long remain the largest
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motivation, Tukey’s secrecy edict played a major role in the history of Bayes’ rule. As Wallace observed, “It’s important to the development of Bayesian statistics that a lot was under wraps.”31 Tukey’s censorship of his polling methods for NBC News, like the highly classified status of Bayesian cryptography
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checked to see what Laplace had done before tackling an applied problem, turned off many colleagues with his Bayesian fervor. Dennis Lindley was slowly building Bayesian statistics departments in the United Kingdom but quit administration in 1977 to do solo research. Jack Good moved from the super-secret coding and decoding agencies
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, so most researchers were still limited to “toy” problems and trivialities. Models were not complex enough. The title of a meeting held in 1982, “Practical Bayesian Statistics,” was a laughable oxymoron. One of Lindley’s students, A. Philip Dawid of University College London, organized the session but admitted that “Bayesian computation of
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was their number one issue. Almost overnight, coal mines got safer. “It was a Eureka moment,” Raftery said. “It was quite a thrill. And without Bayesian statistics, it would have been much harder to do a test of this hypothesis.”5 Frequency-based statistics worked well when one hypothesis was a special
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frenzy of excitement. Problems that had been nightmares cracked open as easily as eggs for an omelet. A dozen years earlier the conference title “Practical Bayesian Statistics” had been a joke. But after 1990 Bayesian statisticians could study data sets in genomics or climatology and make models far bigger than physicists could
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wanted to use graphical models for simulations. Once again, Clayton was an important influence. Spiegelhalter unveiled his free, off-the-shelf BUGS program (short for Bayesian Statistics Using Gibbs Sampling) in 1991. BUGS caused the biggest single jump in Bayesian popularity. It is still the most popular software for Bayesian analyses, and
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data, which “generally covered only the past two decades, a period of euphoria . . . [instead of] historic periods of stress.”5 But did Greenspan actually employ Bayesian statistics to quantify empirical economic data? Or were Bayesian concepts about uncertainty only a handy metaphor? Former Reserve Board governor Alan S. Blinder of Princeton thought
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, James C., and Heacox, Linda. (1999) Credibility theory: The cornerstone of actuarial science. North American Actuarial Journal (3:2) 1–8. Jewell, William S. (2004) Bayesian statistics. Encyclopedia of Actuarial Science. Wiley. 153–66. Kahn, PM. (1975) Credibility: Theory and Applications. Academic Press. Klugman SA, Panjer HH, Willmot GE. (1998) Loss Models
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JC. (1974) Insurance credibility theory and Bayesian estimation. In Credibility: Theory and Applications, ed. PM Kahn, 249–70. Miller Robert B. (1989) Actuarial applications of Bayesian statistics. In Bayesian Analysis in Econometrics and Statistics: Essays in Honor of Harold Jeffreys, ed. Arnold Zellner. Robert E. Krieger. Morris C, Van Slyke L. (1978
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Statistician (18) 313–26. ———. (1980) L. J. Savage—his work in probability and statistics. Annals of Statistics (8) 1–24. ———. (1983) Theory and practice of Bayesian statistics. The Statistician (32) 1–11. ———. (1986) Savage revisited: Comment. Statistical Science (1) 486–88. ———. (1990) Good’s work in probability, statistics and the philosophy of
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R. A. Fisher. Clarendon Press. DeGroot, MH. (1986c) A conversation with Charles Stein. Statistical Science (1) 454–62. Edwards W, Lindman H, Savage LJ. (1963) Bayesian statistical inference for psychological research. Psychological Research (70:3) 193–242. Efron, Bradley. (1977) Stein’s paradox in statistics. Scientific American (236) 119–27. ———. (1978) Controversies
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. Decision Analysis Society Newsletter (11:2). Bilstein, Roger E. (1977) Development of aircraft engines and fuels. Technology and Culture 18) 117–18. Birnberg JG. (1964) Bayesian statistics: A review. Journal of Accounting Research (2) 108–16. Fienberg, Stephen E. (2008) The early statistical years: 1947–1967. A conversation with Howard Raiffa. Statistical
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Diaconis. Statistical Science (1:3) 319–34. Diaconis P, Efron B. (1983) Computer-intensive methods in statistics. Scientific American (248) 116–30. Diaconis, Persi. (1985) Bayesian statistics as honest work. Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer (1), eds., Lucien M. Le Cam and Richard A
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. Olshen. Wadsworth. Diaconis P, Holmes S. (1996) Are there still things to do in Bayesian statistics? Erkenntnis (45) 145–58. Diaconis P. (1998) A place for philosophy? The rise of modeling in statistical science. Quarterly of Applied Mathematics (56:4) 797
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spike train decoding applied to position prediction from ensemble firing patterns of rat hippocampal place cells. Journal of Neuroscience (18) 7411–25. Campbell, Gregory. (2009) Bayesian statistics at the FDA: The trailblazing experience with medical devices. Emerging Issues in Clinical Trials, Rutgers Biostatistics Day, April 3, 2009. http://www.stat.rutgers.edu
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. IEEE Internet Computing (7:1) 76–80. Ludlum, Robert. (2005) The Ambler Warning. St. Martin’s. O’Hagan A, Luce BR. (2003) A Primer on Bayesian Statistics in Health Economics and Outcomes Research. MEDTAP International. Pearl, Judea. (1988) Probabilistic Reasoning in Intelligence Systems: Networks of Plausible Inference. Morgan Kaufman Publishers. Pouget A
by Judea Pearl and Dana Mackenzie · 1 Mar 2018
that “most of” the tools of statistics strive for complete objectivity. There is one important exception to this rule, though. A branch of statistics called Bayesian statistics has achieved growing popularity over the last fifty years or so. Once considered almost anathema, it has now gone completely mainstream, and you can attend
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the other hand, if we already suspected the coin was weighted, we would conclude more willingly that the nine heads provided serious evidence of bias. Bayesian statistics give us an objective way of combining the observed evidence with our prior knowledge (or subjective belief) to obtain a revised belief and hence a
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. Macmillan, London, UK. Goldberger, A. (1972). Structural equation models in the social sciences. Econometrica: Journal of the Econometric Society 40: 979–1001. Lindley, D. (1987). Bayesian Statistics: A Review. CBMS-NSF Regional Conference Series in Applied Mathematics (Book 2). Society for Industrial and Applied Mathematics, Philadelphia, PA. McGrayne, S. B. (2011). The
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–120 junctions in, 113–116 in machine learning, 125 parent nodes in, 117 probability in, 358–359 probability tables in, 128–129 SCMs versus, 284 Bayesian statistics, 89–91 Bayes’s rule, 101–104, 196 BCSC. See Breast Cancer Surveillance Consortium belief, 101–102 belief propagation, 112–113, 128 Berkeley admission paradox
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, 18 causality and, 18, 66, 190 confounders in, 138–139, 141–142 methods of, 31, 180–181 objectivity and, 89 skepticism in, 178 See also Bayesian statistics Stigler, Stephen, 63, 71, 147 Stott, Peter, 292–294 strong AI, 3, 11 causal reasoning of, 20–21 counterfactuals for, 269 free will and, 358
by David Spiegelhalter · 14 Oct 2019 · 442pp · 94,734 words
standard deviation of the population distribution divided by the square root of the sample size. 4 We shall see in Chapter 12 that practitioners of Bayesian statistics are happy using probabilities for epistemic uncertainty about parameters. 5 Strictly speaking, a 95% confidence interval does not mean there is a 95% probability that
by Eliezer Yudkowsky · 11 Mar 2015 · 1,737pp · 491,616 words
’s what the Bayesians say. But frequentists don’t believe that.” And I said, astounded: “How can there possibly be such a thing as non-Bayesian statistics?” That was when I discovered that I was of the type called “Bayesian.” As far as I can tell, I was born that way. My
by Nate Silver · 31 Aug 2012 · 829pp · 186,976 words
sure way for him to know that. The proper way for the player to estimate his odds of being a winner, instead, is to apply Bayesian statistics,31 where he revises his belief about how good he really is, on the basis of both his results and his prior expectations. If the
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/%E9%AB%98%E7%B5%B1%E5%A0%B1%E5%91%8A.pdf. 62. Andrew Gelman and Cosma Tohilla Shalizi, “Philosophy and the Practice of Bayesian Statistics,” British Journal of Mathematical and Statistical Psychology, pp. 1–31, January 11, 2012. http://www.stat.columbia.edu/~gelman/research/published/philosophy.pdf. 63. Although
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