Bayes’ Rule: Then and Now

Bayes’ rule is now ubiquitous in many fields of endeavor, ranging from Wall Street and underwater sea searches to predicting the outcome of elections.

But for most of the 19th and 20th centuries, academic statisticians regarded Bayes’ rule as taboo and waged what one statistician called “a veritable food fight” over it. Yet at the same time, real world practitioners — people who had to make rational life-and-death decisions without waiting for complete information — people like Alan Turing during World War II — relied secretly  on Bayes’ rule.

My talk will follow highlights of this tumultuous history, including two celebrated trials —  one where Bayes rule helped free an innocent prisoner charged with treason and another where bad statistics led to disaster. I will conclude with the dramatic turn of events that turned Bayes’ rule into a method that was adopted almost overnight because, suddenly, it worked.