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Bayesian Statistics: The three cultures

(statmodeling.stat.columbia.edu)
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bayesian_trout ◴[] No.41082012[source]
If you want to get an informed opinion on modern Frequentist methods check out the book "In All Likelihood" by Yudi Pawitawn.

In an early chapter it outlines, rather eloquently, the distinctions between the Frequentist and Bayesian paradigms and in particular the power of well-designed Frequentist or likelihood-based models. With few exceptions, an analyst should get the same answer using a Bayesian vs. Frequentist model if the Bayesian is actually using uninformative priors. In the worlds I work in, 99% of the time I see researchers using Bayesian methods they are also claiming to use uninformative priors, which makes me wonder if they are just using Bayesian methods to sound cool and skip through peer review.

One potential problem with Bayesian statistics lies in the fact that for complicated models (100s or even 1000s of parameters) it can be extremely difficult to know if the priors are truly uninformative in the context of a particular dataset. One has to wait for models to run, and when systematically changing priors this can take an extraordinary amount of time, even when using high powered computing resources. Additionally, in the Bayesian setting it becomes easy to accidentally "glue" a model together with a prior or set of priors that would simply bomb out and give a non-positive definite hessian in the Frequentist world (read: a diagnostic telling you that your model is likely bogus and/or too complex for a given dataset). One might scoff at models of this complexity, but that is the reality in many applied settings, for example spatio-temporal models facing the "big n" problem or for stuff like integrated fisheries assessment models used to assess status and provide information on stock sustainability.

So my primary beef with Bayesian statistics (and I say this as someone who teaches graduate level courses on the Bayesian inference) is that it can very easily be misused by non-statisticians and beginners, particularly given the extremely flexible software programs that currently are available to non-statisticians like biologists etc. In general though, both paradigms are subjective and Gelman's argument that it is turtles (i.e., subjectivity) all the way down is spot on and really resonates with me.

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1. kgwgk ◴[] No.41082795[source]
> So my primary beef with Bayesian statistics (...) is that it can very easily be misused by non-statisticians and beginners

Unlike frequentist statistics? :-)

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2. bayesian_trout ◴[] No.41083364[source]
hard to accidentally glue a frequentist model together with a prior ;)
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3. kgwgk ◴[] No.41083478[source]
Also hard to interpret correctly frequentist results.

--

Misinterpretations of P-values and statistical tests persists among researchers and professionals working with statistics and epidemiology

"Correct inferences to both questions, which is that a statistically significant finding cannot be inferred as either proof or a measure of a hypothesis’ probability, were given by 10.7% of doctoral students and 12.5% of statisticians/epidemiologists."

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9383044/

--

Robust misinterpretation of confidence intervals

"Only 8 first-year students (2%), no master students, and 3 postmasters researchers (3%) correctly indicated that all statements were wrong."

https://link.springer.com/article/10.3758/s13423-013-0572-3

--

P-Value, Confidence Intervals, and Statistical Inference: A New Dataset of Misinterpretation

"The data indicates that 99% subjects have at least 1 wrong answer of P-value understanding (Figure 1A) and 93% subjects have at least 1 wrong answer of CI understanding (Figure 1B)."

https://www.frontiersin.org/journals/psychology/articles/10....

4. ants_everywhere ◴[] No.41083543[source]
Oh it happens all the time. I've been in several lab meetings where the experiment was redesigned because the results came out "wrong." I.e. the (frequentist) statistics didn't match with the (implicit) prior.
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5. bayesian_trout ◴[] No.41083718{3}[source]
This is not a statistics problem, but instead an ethics problem, ha.
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6. ants_everywhere ◴[] No.41083724{4}[source]
I agree totally.

But it's also a statistics problem because ethically you should incorporate your assumptions into the model. If the assumptions are statistical, then you can incorporate them in a prior.

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7. bayesian_trout ◴[] No.41084112{5}[source]
I mean, the biggest assumptions that most influence the inferences one makes are rarely "statistical" in the sense that they can actually be incorporated in a particular analysis via a prior. They tend to be structural assumptions that represent some fundamental limit to your current state of knowledge, no? Certainly this is domain-specific, though.

I once read a Gelman blog post or paper that argued Frequentists should be more Frequentist (i.e., repeat experiments more often than they currently do) and Bayesians should be more Bayesian (i.e., be more willing to use informative priors and or make probability statements beyond 95% credible intervals). Or something like that, as I am paraphrasing. That always seemed reasonable. Either way, the dueling--and highly simplified--caricatures of Bayesians vs. Frequentists vs. likelihood folks is largely silly to me. Use the tool that works best for the job at hand, and if you can answer a problem effectively with a well designed experiment and a t-test so be it.