A thought on resistance to Bayesian statistics

I'm not a statistician, and as a quantum theorist of a relatively abstract sort, I've done little actual data analysis.  But because of my abstract interests, the nature of probability and its use in making inferences from data are of great interest.  I have some relatively ill-informed thoughts on why the "classical statistics" community seems to have been quite resistant to "Bayesian statistics", at least for a while, that may be of interest, or at least worth logging for my own reference. Take this post in the original (?) spirit of the term "web log", rather than as a polished piece of the sort many blogs, functioning more in the spirit of online magazines, seem to aim at nowadays.

The main idea is this.  Suppose doing Bayesian statistics is thought of as actually adopting a prior which specifies, say, one's initial estimate of the probabilities of several hypotheses, and then, on the basis of the data, computing the posterior probability of the hypotheses.  In other words, what is usually called "Bayesian inference". That may be a poor way of presenting the results of an experiment, although it is a good way for individuals to reason about how the results of the experiment should affect their beliefs and decisions.  The problem is that different users of the experimental results, e.g. different readers of a published study, may have different priors.  What one would like is rather to present these users with a statistic, that is, some function of the data, much more succinct than simply publishing the data themselves, but just as useful, or almost as useful, in making the transition from prior probabilities to posterior probabilities, that is, of updating one's beliefs about the hypotheses of interest, to take into account the new data. Of course, for a compressed version of the data (a statistic) to be useful, it is probably necessary that the users share certain basic assumptions about the nature of the experiment.  These assumptions might involve the probabilities of various experimental outcomes, or sets of data, if various hypotheses are true (or if a parameter takes various values), i.e., the likelihood function;  they might also involve a restriction on the class of priors for which the statistic is likely to be useful.  These should be spelled out, and, if it is not obvious, how the statistic can be used in computing posterior probabilities should be spelled out as well.

It seems to me likely that many classical or "frequentist" statistics may be used in such a way; but, quite possibly, classical language, like saying that statistical inference leads to "acceptance" or "rejection" of hypotheses, tends to obscure this more desirable use of the statistic as a potential input to the computation of posterior probabilities.  In fact, I think people tend to have a natural tendency to want some notion of what the posterior probability of a hypothesis is; this is one source of the erroneous tendency, still sometimes found among the public, to confuse confidence levels with probabilities.  Sometimes an advocacy of classical statistical tests may go with an ideological resistance to the computation of posterior probabilities, but I suppose not always.  It also seems likely that in many cases, publishing actual Bayesian computations may be a good alternative to classical procedures, particularly if one is able to summarize in a formula what the data imply about posterior probabilities, for a broad enough range of priors that many or most users would find their prior beliefs adequately approximated by them.  But in any case, I think it is essential, in order to properly understand the meaning of reports of classical statistical tests, to understand how they can be used as inputs to Bayesian inference.  There may be other issues as well, e.g. that in some cases classical tests may make suboptimal use of the information available in the data.  In other words, they may not provide a sufficient statistic: a function of the data that contains all the information available in the data, about some random variable of interest (say, whether a particular hypothesis is true or not). Of course whether or not a statistic is sufficient will depend on how one models the situation.

Most of this is old hat, but it is worth keeping in mind, especially as a Bayesian trying to understand what is going on when "frequentist" statisticians get defensive about general Bayesian critiques of their methods.

Poulenc --- Complete Works (EMI)

Over the last few weeks I've been listening to "Francis Poulenc:  Oeuvres Complètes"  on EMI Classics (972165 2).  The short take: if you like classical music, buy it.  Amazing value at $44 for 20CDs  (prices vary but $50ish for the new set seems about par).  These are mostly, perhaps entirely, French performances, in many cases by artists (like pianists Gabriel Tacchino and Jacques Février) long associated with Poulenc.  There's a lot of superb music here and it's fascinating to have all of Poulenc's music in one place, sorted by genre (piano music first, then chamber music, then orchestral works, then sacred music, then dramatic vocal and other choral works, then songs).

Some highlights:  lots of superb piano music.  The "15 Improvisations", on disc 1, is a good place to start.  All of the chamber music is interesting; highlights include the wonderful 1926 Trio for piano, oboe, and bassoon. I was familiar with this from an excellent Deutsche Grammophon recording ("Francis Poulenc: Chamber Music") with the Ensemble Wien-Berlin on winds and James Levine on piano. The French EMI recording, with Robert Casier on oboe, Gérard Faisandier on bassoon, and Jacques Février on piano seems --- I could be influenced by the fact that the performers are French, but I think this is a real musical difference --- to have an earthier, perhaps Gallic, flair to it, with the winds sounding reedier, the phrasing more influenced by popular music.  The piece seems to blend influences from Classical and perhaps also rococo periods in music, with ones from the music-hall and popular traditions, and the more Germanic ensemble on DG seems to give a smoother, more ornamental sound emphasizing the classical connections more; the French one certainly doesn't overemphasize the popular elements (which are subtly infused into the music in any case), but does bring them out more.  Both performances bring out the humorous element that is usually essential to Poulenc, alongside expressiveness and singing beauty, but the French performers seem to fuse these two elements more closely and the result somehow seems a bit more sincerely felt, whereas the humorous aspects of the DG version have a bit more of the feel of parody.  Levine's piano playing is of course excellent, but seems a bit "blocky" at times compared to Février's.  I'm glad that I have both versions.  If I had to have only one, it would be the EMI one.

The Sonata for cello and piano is a masterpiece, that for violin and piano probably is also.  Poulenc worked on both over a good portion of the 1940s.   The latter is a bit more agitated in feeling (perhaps relatively chromatic for Poulenc?), the cello sonata more majestic, mellow, and songful.  The 1918 sonata for two clarinets and 1922 sonata for clarinet and bassoon are wonderful; they and the 1922 sonata for horn, trumpet, and trombone handle the unusual instrumentation masterfully.  The 1957 Elegy for horn and piano, dedicated to the memory of English French horn player Dennis Brain, is another masterpiece, with Février on piano and Alain Civil getting wonderful timbres from his horn.

I was less familiar with Poulenc's orchestral music before getting this box set, and it has been fascinating to get to know.  The ballet Les Biches, written for Diaghilev's Ballets Russes and premiered in Monte Carlo in 1924, is probably the place to start.  Another wonderful piece, with lighthearted eighteenth-century-influenced pieces alternating with more avant-garde sounds and some very effective, more somber-sounding movements with chorus.  The choral movements are omitted in a later orchestral suite, which I have not heard; to me they are essential to the impact of the work heard here.

The piano-and-orchestra works have so far been a bit harder for me to wholeheartedly commit to... the Aubade starts very interestingly, but becomes rather bombastic-sounding, which even if intended humorously, doesn't quite draw me in.  I liked the earlier Concerto for piano and orchestra better, but will have to do some more listening to develop a real opinion.  Some of the pieces have a lot of music that sounds closely related to lush 1930s movie music, interesting but perhaps a bit too much.  The organ concerto has some really effective parts but I'll have to listen more carefully.  (Listening while cooking or doing dishes, which has been the situation for some of this orchestral music so far, doesn't really count as a fair hearing...).  Much of the orchestral music is conducted by the superb and very idiomatically French Georges Prêtre, and it is hard to imagine it better played.

Of the vocal works with orchestra on these discs, I have so far listened only to the first act of the opera Dialogues des Carmélites, which seems superb as a work of music, and probably of drama, and superbly sung and played; the choir and orchestra are those of the Paris Opera, under the excellent Pierre Dervaux.  (Dervaux' recording of Bizet's Pearl Fishers  with Nicolai Gedda as Nadir is one of the reference recordings of that piece, discussed elsewhere on this blog; it evidences the clarity of texture and line, and the restrained but expressive approach to tempo variation and phrasing, that one might think of as characteristically French, and which are shared by Prêtre's conducting here and elsewhere.)  The musical language seems quite influenced, at times, by the more modal side of Debussy and Ravel (and probably also by centuries of church music), and this language provides a superb vehicle for maintaining musical interest during the kind of dialogue that has often been scored, over the course of operatic history, as stereotyped recitative.  I am moved to go back to Débussy's Pélleas et Mélisande to see if it is a source for this style in opera (I have to admit that I never quite got into Pélleas, as conducted by Boulez, but probably didn't give it enough of a chance.)  Parts of the first act already have a stunning musical and dramatic impact, so I'm looking forward to finishing listening to this work.  I have listened, in other versions, to other vocal works by Poulenc, but it's been a long time, so I'm looking forward to getting familiar with them again.

I haven't yet delved into the five discs of songs, mostly for solo voice and piano but sometimes for vocal ensembles, that cap off the set.  Many involve one of my favorite singers, baritone Gérard Souzay accompanied by Dalton Baldwin (their Débussy songs on DG are sublime), and I suspect the less familiar singers will be wonderful discoveries.

The booklet contains discographic information in French and a valuable essay, discussing Poulenc and general and covering each piece briefly.   It's unfortunate that it doesn't include librettos for the dramatic pieces and lyrics for the songs, although that probably would have made the booklet unmanageably large.  I would guess that for most pieces you can find lyrics on the web, but that is not nearly as nice as having them all in one place stored with the relevant CDs.  The central section of the booklet features wonderful historic photos of Poulenc with friends and colleagues.

This set is an amazing value, of a sort that seems to be increasingly available from major record companies.  It contains many, many works that seem to me essential to any lover of classical music, in performances that it's hard to imagine improving upon.