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298 Choosing default methodspartial pooling to learn about groups for which there was only a small amountof local data.Lindley, Novick, and the others came at this problem in several ways.First, there was Bayesian theory. They realized that, rather than seeing certainaspects of Bayes (for example, the need to choose priors) as limitations, theycould see them as opportunities (priors can be estimated from data!) withthe next step folding this approach back into the Bayesian formalism viahierarchical modeling. We (the Bayesian community) are still doing researchon these ideas; see, for example, the recent paper by Polson and Scott (2012)on prior distributions for hierarchical scale parameters.The second way that the Bayesians of the 1970s succeeded was by applyingtheir methods on realistic problems. This is a pattern that has happened withjust about every successful statistical method I can think of: an interplaybetween theory and practice. Theory suggests an approach which is modifiedin application, or practical decisions suggest a new method which is thenstudied mathematically, and this process goes back and forth.To continue with the timeline: the modern success of Bayesian methodsis often attributed to our ability using methods such as the Gibbs samplerand Metropolis algorithm to fit an essentially unlimited variety of models:practitioners can use programs such as Stan to fit their own models, andresearchers can implement new models at the expense of some programmingbut without the need of continually developing new approximations and newtheory for each model. I think that’s right — Markov chain simulation methodsindeed allow us to get out of the pick-your-model-from-the-cookbook trap —but I think the hierarchical models of the 1970s (which were fit using variousapproximations, not MCMC) showed the way.Back 50 years ago, theoretical justifications were almost all that Bayesianstatisticians had to offer. But now that we have decades of applied successes,that is naturally what we point to. From the perspective of Bayesians such asmyself, theory is valuable (our Bayesian data analysis book is full of mathematicalderivations, each of which can be viewed if you’d like as a theoreticalguarantee that various procedures give correct inferences conditional on assumedmodels) but applications are particularly convincing. And applicationscan ultimately become good toy problems, once they have been smootheddown from years of teaching.Over the years I have become pluralistic in my attitudes toward statisticalmethods. Partly this comes from my understanding of the history describedabove. Bayesian inference seemed like a theoretical toy and was considered bymany leading statisticians as somewhere between a joke and a menace — seeGelman and Robert (2013) — but the hardcore Bayesians such as Lindley,Good, and Box persisted and got some useful methods out of it. To take amore recent example, the bootstrap idea of Efron (1979) is an idea that insome way is obviously wrong (as it assigns zero probability to data that didnot occur, which would seem to violate the most basic ideas of statistical

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