Bayesian Serenity Prayer

I recently saw this calmly frustrated tweet by John Myles White:

It’s odd how much of my life these days is spent fitting models I know are false to data that I believe to be inadequate.

It was a cry for help and I knew he needed some kind, guiding words to help him through his difficult time. Since Bayesianism is a religion, I replied with a Bayesian version of the Serenity Prayer.

Thankfully, I wasn’t the only one who found it amusing, so I thought I’d post an extended version here:

Bayesian Serenity Prayer
grant me the serenity
to accept the models are wrong;
the courage to clean the data;
and wisdom to choose a prior.

Updating one datum at a time;
Sampling one model at a time;
Accepting iteration as the pathway to inference;
Taking, as He did, this uncertain world
as it might be, not as I would have it;
Trusting that He will make all things right
if I compute with His rule;
So that I may be approximately correct with this prediction
and exactly correct with His
Forever in the limit.

Also: Happy New Year! I’m hoping to get back to some more serious blogging once a number of looming paper deadlines have passed.

Mark Reid January 24, 2011 Canberra, Australia
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