Bayes, Jeffreys, Prior Distributions and the Philosophy of Statistics
Andrew Gelman
TL;DR
This paper discusses the philosophical and theoretical aspects of Bayesian prior distributions, focusing on Jeffreys' approach and its implications for the philosophy of statistics.
Contribution
It provides a critical analysis of Jeffreys' theory of probability and its influence on statistical philosophy, revisiting recent discussions and interpretations.
Findings
Clarifies Jeffreys' principles for prior selection
Examines the philosophical foundations of Bayesian methods
Highlights ongoing debates in statistical inference
Abstract
Discussion of "Harold Jeffreys's Theory of Probability revisited," by Christian Robert, Nicolas Chopin, and Judith Rousseau, for Statistical Science [arXiv:0804.3173]
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