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John Cook is an applied mathematician working in Houston, Texas. His career has been a blend of research, software development, consulting, and management. John is a DZone MVB and is not an employee of DZone and has posted 175 posts at DZone. You can read more from them at their website. View Full User Profile

The Closet Bayesian

01.07.2013
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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.

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