The Bayesian lens and Bayesian blinkers

Abstract

I discuss the benefits of looking through the 'Bayesian lens' (seeking a Bayesian interpretation of ostensibly non-Bayesian methods), and the dangers of wearing 'Bayesian blinkers' (eschewing non-Bayesian methods as a matter of philosophical principle). I hope that the ideas may be useful to scientists trying to understand widely used statistical methods (including confidence intervals and [Formula: see text]-values), as well as teachers of statistics and practitioners who wish to avoid the mistake of overemphasizing philosophy at the expense of practical matters. This article is part of the theme issue 'Bayesian inference: challenges, perspectives, and prospects'.

Keywords: Bayesian; confidence interval; frequentist; maximum likelihood; p-value.