Bayesian statistics: short historical overview
- Precursors:
- Thomas Bayes (1702–1761); first special case of Bayes rule, published posthumously in 1763
- Pierre-Simon Laplace (1749–1827): generalizations, more applications
- Idea temporarily buried by frequentists in the 1920’s
- Second wave: theoretical foundations
- Bruno de Finetti, 1930: partial justification for exchangeable data
- Stein paradox and crisis in frequentist statistics (1955)
- Objective-Subjective Bayes ‘divide’
- Popularization of Subjective Bayes by Leonard Savage in the ’50s
- Inception of the Objective Bayes school: Harold Jeffreys (1939), further development by José-Miguel Bernardo (1979)
- Third wave: coming of age as a versatile data analysis tool
- Inception: Nicholas Metropolis, Arianna Rosenbluth, Marshall Rosenbluth, Augusta Teller and Edward Teller (1953), Metropolis-Hastings algorithm in the physics literature
- Introduction to Bayesian statistics: Stuart Geman and Donald Geman (1984)
- First major PPL: WinBUGS, David Lunn, Andrew Thomas, Nicky Best, David Spiegelhalter (2000)