Bayesian Thinking Talk (youtube)
Talk details from Frank Harrell’s blog – includes slides
This beautiful talk about Bayesian Thinking by Frank Harrell should be essential material for scientists who are trained in frequentist methods. The talk covers the shortcomings of frequentist approaches, but more importantly the paths out of those quagmires are also shown.
Frank discusses his journey to Bayesian stats in this blog post from 2017 which is also in the next section.
Bayesian Clinical Trial Design Course is linked at the end of the talk and happens to also have many good resources.
- There is probably sufficient material here for me to be able to include a dedicated section on Bayes for all my link posts.
My Journey from Frequentist to Bayesian Statistics
The most useful takeaway for me from this post is that even experienced statisticians had to steer towards Bayes fighting both agains norms and their education.
The post has many many good references to whet your appetite if you are Bayes-curious. I particularly liked the following take:
slightly oversimplified equations to contrast frequentist and Bayesian inference.
- Frequentist = subjectivity1 + subjectivity2 + objectivity + data + endless arguments about everything
- Bayesian = subjectivity1 + subjectivity3 + objectivity + data + endless arguments about one thing (the prior)
where
subjectivity1 = choice of the data model
subjectivity2 = sample space and how repetitions of the experiment are envisioned, choice of the stopping rule, 1-tailed vs. 2-tailed tests, multiplicity adjustments, …
subjectivity3 = prior distribution
I found Frank’s blog from this page, I went from not knowing who he was to adopting him as a teacher. Maybe you’ll find someone interesting too.
Aneesh Sathe 
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