The following discussion is essentially nontechnical; the aim is only to convey a little introductory “feel” for our outlook, purpose, and terminology, and to alert newcomers to common pitfalls of understanding.
Sometimes, in our perplexity, it has seemed to us that there are two basically different kinds of mentality in statistics; those who see the point of Bayesian inference at once, and need no explanation; and those who never see it, however much explanation is given.
–Jaynes, 1986 (pdf link)
The format of this series is short and simple: Every week I will give a quick summary of a paper while sharing a few excerpts that I like. If you’ve read our eight easy steps paper and you’d like to follow along on this extension, I think a pace of one paper per week is a perfect way to ease yourself into the Bayesian sphere.
Bayesian Methods: General Background
The necessity of…
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