Over a million developers have joined DZone.
{{announcement.body}}
{{announcement.title}}

The Closet Bayesian

DZone's Guide to

The Closet Bayesian

· Big Data Zone
Free Resource

Effortlessly power IoT, predictive analytics, and machine learning applications with an elastic, resilient data infrastructure. Learn how with Mesosphere DC/OS.

When I was a grad student, a statistics postdoc confided to me that he was a “closet Bayesian.” This sounded absolutely bizarre. Why would someone be secretive about his preferred approach to statistics? I could not imagine someone whispering that although she’s doing her thesis in algebra, she’s secretively interested in differential equations.

I knew nothing about statistics at the time and was surprised to find that there was a bitter rivalry between two schools of statistics. The rivalry is still there, though it’s not as bitter as it once was.

I find it grating when someone asks “Are you a Bayesian?” It implies an inappropriate degree of commitment and exclusivity. Bayesian statistics is just a tool. Statistics itself is just tool, one way of understanding the world.

My car has a manual transmission. I prefer manual transmissions. But if someone asked whether I was a manual transmissionist, I’d look at them like they’re crazy. I don’t have any moral objections to automatic transmissions.

I evaluate a car by how well it works. And for most purposes, I prefer the way a manual transmission works. But when I’m teaching one of my kids to drive, we go out in my wife’s car with an automatic transmission. Similarly, I evaluate a mathematical model (statistical or otherwise) by how it works for a given purpose. Sometimes a Bayesian and a frequentist approach lead to the same conclusions, but the latter is easier to understand or implement. Sometimes a Bayesian method leads to a better result because it can use more information or is easier to interpret. Sometimes it’s a toss up and I use a Bayesian approach because its more familiar, just like my old car.

Learn to design and build better data-rich applications with this free eBook from O’Reilly. Brought to you by Mesosphere DC/OS.

Topics:

Published at DZone with permission of John Cook, DZone MVB. See the original article here.

Opinions expressed by DZone contributors are their own.

THE DZONE NEWSLETTER

Dev Resources & Solutions Straight to Your Inbox

Thanks for subscribing!

Awesome! Check your inbox to verify your email so you can start receiving the latest in tech news and resources.

X

{{ parent.title || parent.header.title}}

{{ parent.tldr }}

{{ parent.urlSource.name }}