The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy Hardcover – 10 May 2011
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Superb. Andrew Hacker, New York Review of Books--Andrew Hacker "New York Review of Books ""
About the Author
Sharon Bertsch McGrayne is the author of numerous books, including Nobel Prize Women in Science: Their Lives, Struggles, and Momentous Discoveries and Prometheans in the Lab: Chemistry and the Making of the Modern World. She is a prize-winning former reporter for Scripps-Howard, Gannett, Crain's, and other newspapers and has spoken at many scientific conferences, national laboratories, and universities in the United States and abroad.
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It is not obvious how you should use data to decide what to believe or how to act, and, as theories of statistics were developed, statisticians tried several different ways of thinking about data and the conclusions that could reasonably be drawn from them. Unfortunately the divisions of opinion (perhaps largely due to the personalities of the leading thinkers) resulted in acrimonious and inconclusive arguments.
Thomas Bayes was a clergyman who died in 1761, leaving behind some mathematical papers. One of these was revised and corrected by Richard Price, so we don't know quite what Bayes wrote or what he meant. This paper was the origin of two things: (1) the widely-used and uncontroversial `Bayes Theorem', and (2) the controversial idea that probability could be expressed in terms of a measure of belief. In Bayesian statistics the researcher puts a belief into numerical terms and refines this belief in the light of subsequently observed data. The 'subjective' aspect of the theory brought it into disrepute, where it lingered for nearly 200 years. Many people faced with practical problems found that Bayesian methods worked, but either they didn't know about Bayes or they preferred not to invite criticism by mentioning his name.
In the last 60 years or so there has been a big revival in interest in Bayes theory, and it has been used to solve many problems that weren't amenable to traditional methods. The big barrier was that some of the methods needed huge calculations, but with the availability of cheap, fast computers and new methods of calculation that barrier has almost disappeared.
Sharon Bertsch Mcgrayne's book gives a very clear and thorough history of "the theory that would not die." As a practising statistician for more than 40 years I knew much of the published work that she has written about, and can vouch for her accuracy (there are a few corrections on her website), but until I read this book I did not have a clear idea of all of the historical developments and controversies. My only criticism is that the bibliography is organised by chapters, rather than as one alphabetically ordered sequence.
And I'm fascinated by the names of all the statisticians who I'd heard about, and a few I've even met (I taught stats at a midlands University).
But having re-read it more closely, I now understand my quibbles: All Bayesians are treated as unsung heroes, the un-converted are knaves.
For instance: p116 "Cornfield's identification [in the Framingham study] in 1962 of the most critical risks factors [high cholesterol, high blood pressure] for cardiovascular disease produced....a dramatic drop in death rates from c.v. diease.", because it seems that Cornfield used Bayes and the others didn't.
Now this is a complete travesty! Read Gary Taubes 'The Diet Delusion' and you'll discover that poor analysis, and especially pre-conceptions meant that Framingham produced the 'wrong' results. Apart from smoking, none of the other factors matter. The low-fat obsession is making matters worse. A clear example of bad priors causing wrong posteriors?
So did Cornfield and his bayesianism lead to these false conclusions? Ms. McGrayne, the author could be forgiven for not knowing this, but it shows how the book works -- run with any 'success' for bayesianism (and ignore the failures?)
Her attitude to my favourite statistician, Tukey is bizarre to say the least. She claims he did all sorts of secret work both for the military and for commercial clients that used Bayes, yet ignored his plain-sight comments that EDA -- exploratory data analysis was what matters to most problem solvers; that CBA confirmatory data analysis was just an ornamental final flourish, and that was true for both bayesians and frequentists.[disclaimer: I wrote a book on EDA misleadingly titled 'Mastering statistics with your micro-computer' 1986]
p 236 is to say the least, disingenuous! Greenspan, chairman of the Fed said in 2004 he used bayesian ideas to assess risk in financial policy. Ooops! He was proven spectacularly wrong by 2008! But Greenspan, claims Ms McGrayne didn't do Bayes properly. ho! ho! pull the other one!
This is a good book, well researched, and shines a light on otherwise neglected characters (statisticians, like me!). But she's caught the bayesian bug in spades!
I first came across the Bayesian approach to statistics as a graduate student in 1970 (thanks to Tribus' "Rational Descriptions, Decisions and Designs" - pity he didn't get a name check from McGrayne) and, like Saul on the road to Damascus, I underwent something like a religious conversion. Unlike St Paul, I never suffered any persecution in consequence, but it is good to see that what seemed to me at the time a fringe religion has now achieved something approaching statistical orthodoxy. For that reassurance, I thank Ms McGrayne.
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