Andrew Gelman reviews the second edition of Jeff Gill’s Bayesian book and talks about Bayesian methods during the dark ages.
There was a long time Bayesian methods were consider "while superior in theoretical foundation, led to mathematical forms that were intractable" [citation unknown]. Intractable is as intractable does, says Andrew. Box, Tiao, Stein, Efron, Morris... these statisticians and scientists worked their butt off getting applied Bayesian methods to work before the new computational methods were around and, in doing so, motivated the development of said methods and actually developed some of these methods themselves. Then it comes Gibbs sampling which took the methods to the next level: more people could use the methods with less training, and the experts could fit more sophisticated methods.
There was a long time Bayesian methods were consider "while superior in theoretical foundation, led to mathematical forms that were intractable" [citation unknown]. Intractable is as intractable does, says Andrew. Box, Tiao, Stein, Efron, Morris... these statisticians and scientists worked their butt off getting applied Bayesian methods to work before the new computational methods were around and, in doing so, motivated the development of said methods and actually developed some of these methods themselves. Then it comes Gibbs sampling which took the methods to the next level: more people could use the methods with less training, and the experts could fit more sophisticated methods.
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