articleBayesian AnalysisSep 1, 2006DIAMOND OA

The case for objective Bayesian analysis

JOJames O. Berger

Statistical and Applied Mathematical Sciences Institute · Duke University

Indexed incrossrefdoaj

Abstract

Bayesian statistical practice makes extensive use of versions of objective Bayesian analysis. We discuss why this is so, and address some of the criticisms that have been raised concerning objective Bayesian analysis. The dangers of treating the issue too casually are also considered. In particular, we suggest that the statistical community should accept formal objective Bayesian techniques with confidence, but should be more cautious about casual objective Bayesian techniques.

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Topics & keywords

Topics
Keywords
  • Bayesian probability
  • Bayesian statistics
  • Computer science
  • Bayesian average
  • Casual
  • Econometrics
  • Artificial intelligence
  • Machine learning
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