This is a great book with a simple message: Thinking Bayesian has many advantages and is how our brain naturally operates. If you’re unfamiliar with probability or statistics, Bayesianism can be summarized as: you have a prior belief about the world (your “prior probability”), you gather evidence (your “likelihood”), and use the two together to get your updated belief (“posterior probability”), which is obtained by multiplying your prior and likelihood together. Your posterior then becomes your new prior, and you repeat the process.
Chivers makes endlessly great points about how this process of incorporating prior probabilities has advantages that conventional “frequentism” doesn’t. Most importantly, a Bayesian approach allows us to answer the question, what is the probability that my hypothesis H is true given the data D?, i.e., P(H|D), whereas frequentism—specifically, a p-value—answers the question, what is the probability that the data D at least as extreme as what I observed could have arisen given the null hypothesis H is true?, i.e., P(D|H).
The latter is by far the more practiced method used by scientists and statisticians, whereas Bayesian approaches are in the minority (though accepted and not unusual nowadays). Chivers rightfully points out that p-values are frequently misunderstood and don’t actually answer the question we often really want to know, i.e., P(H|D). Instead, frequentist approaches indirectly answer this question through replication, meta-analysis, and failed falsification. Bayesianism, you could say, does meta-analysis in a baked-in way—the prior tries to incorporate all past evidence into its approach, then update it based on the newest evidence.
The final two chapters were fascinating in looking at the many examples of implicit Bayesianism in the world and the process by which the brain operates in accommodating new information to update beliefs. Regarding the former (Bayesianism in the world), many cognitive biases discovered by Kahneman & Tversky and others could be described as deviations from Bayesian logic, such as the conjunction fallacy and framing effects, or medical decision-making, whereby medical professionals fail to incorporate base rates into their diagnostic assessments. As an example of the latter (Bayesianism in the brain), in individuals with schizophrenia, their priors are notably weaker, meaning their predictions about sensory data are less accurate and less constrained by previous sensory input—which led to the accurate prediction that schizophrenic individuals are less susceptible to certain optical illusions.
I have one major substantive criticism: Chivers explains frequentism as though it’s all about binary decision-making via p-values, while ignoring confidence intervals, effect size estimates, and other metrics that quantify model performance (R^2, AIC/BIC, etc.). Though Chivers at one point says “We’ll talk more about p-values and confidence intervals a bit later”, there really isn’t much more mention of confidence intervals throughout the whole book (he must’ve forgotten that he left this sentence in the book). Undoubtedly, he must know that sole reliance on p-values is a terrible idea even if one interprets them accurately. Now, it’s true that frequentism generally cannot directly allow us to compute the probability that a hypothesis is true given the data, but there are many other goals with statistical analysis that Chivers only vaguely alludes to throughout the book.
Notwithstanding my gripes, this was a truly wonderfully written and insightful book that I learned a lot from. Highly recommended.