I think Rafael Irizarry put it best over a decade ago -- while historically there was a feud between self-declared "frequentists" and "Bayesians", people doing statistics in the modern era aren't interested in playing sides, but use a combination of techniques originating in both camps: https://simplystatistics.org/posts/2014-10-13-as-an-applied-...
I went through grad school in a very frequentist environment. We “learned” Bayesian methods but we never used them much.
In my professional life I’ve never personally worked on a problem that I felt wasn’t adequately approached with frequentist methods. I’m sure other people’s experiences are different depending on the problems you gravitate towards.
In fact, I tend to get pretty frustrated with Bayesian approaches because when I do turn to them it tends to be in situations that already quite complex and large. In basically every instance of that I’ve never been able to make the Bayesian approach work. Won’t converge or the sampler says it will take days and days to run. I can almost always just resort to some resampling method that might take a few hours but it runs and gives me sensible results.
I realize this is heavily biased by basically only attempting on super-complex problems, but it has sort of soured me on even trying anymore.
To be clear I have no issue with Bayesian methods. Clearly they work well and many people use them with great success. But I just haven’t encountered anything in several decades of statistical work that I found really required Bayesian approaches, so I’ve really lost any motivation I had to experiment with it more.
> I’ve never personally worked on a problem that I felt wasn’t adequately approached with frequentist methods
Multilevel models are one example of problem were Bayesian methods are hard to avoid as otherwise inference is unstable, particularly when available observations are not abundant. Multilevel models should be used more often as shrinking of effect sizes is important to make robust estimates.
Lots of flashy results published in Nature Medicine and similar journals turn out to be statistical noise when you look at them from a rigorous perspective with adequate shrinking. I often review for these journals, and it's a constant struggle to try to inject some rigor.
From a more general perspective, many frequentist methods fall prey to Lindley's Paradox. In simple terms, their inference is poorly calibrated for large sample sizes. They often mistake a negligible deviation from the null for a "statistically significant" discovery, even when the evidence actually supports the null. This is quite typical in clinical trials. (Spiegelhalter et al, 2003) is a great read to learn more even if you are not interested in medical statistics [1].
I agree Bayesian approaches to multilevel modeling situations are clearly quite useful and popular.
Ironically this has been one of the primary examples of, in my personal experience, with the problems I have worked on, frequentist mixed & random effects models have worked just fine. On rare occasions I have encountered a situation where the data was particularly complex or I wanted to use an unusual compound probability distribution and thought Bayesian approaches would save me. Instead, I have routinely ended up with models that never converge or take unpractical amounts of time to run. Maybe it’s my lack of experience jumping into Bayesian methods only on super hard problems. That’s totally possible.
But I have found many frequentist approaches to multilevel modeling perfectly adequate. That does not, of course, mean that will hold true for everyone or all problems.
One of my hot takes is that people seriously underestimate the diversity of data problems such that many people can just have totally different experiences with methods depending on the problems they work on.
A large portion of generative AI is based on Bayesian statistics, like stable diffusion, regularization, LLM as a learned prior (though trained with frequentist MLE), variational autoencoders etc. Chain-of-thought and self-consistency can be viewed as Bayesian as well.
I think Rafael Irizarry put it best over a decade ago -- while historically there was a feud between self-declared "frequentists" and "Bayesians", people doing statistics in the modern era aren't interested in playing sides, but use a combination of techniques originating in both camps: https://simplystatistics.org/posts/2014-10-13-as-an-applied-...
I went through grad school in a very frequentist environment. We “learned” Bayesian methods but we never used them much.
In my professional life I’ve never personally worked on a problem that I felt wasn’t adequately approached with frequentist methods. I’m sure other people’s experiences are different depending on the problems you gravitate towards.
In fact, I tend to get pretty frustrated with Bayesian approaches because when I do turn to them it tends to be in situations that already quite complex and large. In basically every instance of that I’ve never been able to make the Bayesian approach work. Won’t converge or the sampler says it will take days and days to run. I can almost always just resort to some resampling method that might take a few hours but it runs and gives me sensible results.
I realize this is heavily biased by basically only attempting on super-complex problems, but it has sort of soured me on even trying anymore.
To be clear I have no issue with Bayesian methods. Clearly they work well and many people use them with great success. But I just haven’t encountered anything in several decades of statistical work that I found really required Bayesian approaches, so I’ve really lost any motivation I had to experiment with it more.
> I’ve never personally worked on a problem that I felt wasn’t adequately approached with frequentist methods
Multilevel models are one example of problem were Bayesian methods are hard to avoid as otherwise inference is unstable, particularly when available observations are not abundant. Multilevel models should be used more often as shrinking of effect sizes is important to make robust estimates.
Lots of flashy results published in Nature Medicine and similar journals turn out to be statistical noise when you look at them from a rigorous perspective with adequate shrinking. I often review for these journals, and it's a constant struggle to try to inject some rigor.
From a more general perspective, many frequentist methods fall prey to Lindley's Paradox. In simple terms, their inference is poorly calibrated for large sample sizes. They often mistake a negligible deviation from the null for a "statistically significant" discovery, even when the evidence actually supports the null. This is quite typical in clinical trials. (Spiegelhalter et al, 2003) is a great read to learn more even if you are not interested in medical statistics [1].
[1] https://onlinelibrary.wiley.com/doi/book/10.1002/0470092602
I agree Bayesian approaches to multilevel modeling situations are clearly quite useful and popular.
Ironically this has been one of the primary examples of, in my personal experience, with the problems I have worked on, frequentist mixed & random effects models have worked just fine. On rare occasions I have encountered a situation where the data was particularly complex or I wanted to use an unusual compound probability distribution and thought Bayesian approaches would save me. Instead, I have routinely ended up with models that never converge or take unpractical amounts of time to run. Maybe it’s my lack of experience jumping into Bayesian methods only on super hard problems. That’s totally possible.
But I have found many frequentist approaches to multilevel modeling perfectly adequate. That does not, of course, mean that will hold true for everyone or all problems.
One of my hot takes is that people seriously underestimate the diversity of data problems such that many people can just have totally different experiences with methods depending on the problems they work on.
A large portion of generative AI is based on Bayesian statistics, like stable diffusion, regularization, LLM as a learned prior (though trained with frequentist MLE), variational autoencoders etc. Chain-of-thought and self-consistency can be viewed as Bayesian as well.