Objections to Bayesian statistics

Abstract

Bayesian inference is one of the more controversial approaches to statistics. The fundamental objections to Bayesian methods are twofold: on one hand, Bayesian methods are presented as an automatic inference engine, and this raises suspicion in anyone with applied experience. The second objection to Bayes comes from the opposite direction and addresses the subjective strand of Bayesian inference. This article presents a series of objections to Bayesian inference, written in the voice of a hypothetical anti-Bayesian statistician. The article is intended to elicit elaborations and extensions of these and other arguments from non-Bayesians and responses from Bayesians who might have different perspectives on these issues. © 2008 International Society for Bayesian Analysis.