The Bayesian Songbook
Bradley P. Carlin · 2006
At the biennial international meetings on Bayesian statistics in Valencia, Spain and other beachfront locations as now selected by the International Society for Bayesian Analysis (ISBA), one of the most popular features (after the sun and the free wine) is the \cabaret performance, which traditionally takes place on the last night following the conference dinner. Acts over the years have included jugglers, magicians, jokesters, and even the occasional male striptease (the now-infamous \Full Monty Carlo). Still, the cornerstone of the cabaret has always been the singing of new and often humorous Bayes-related lyrics to popular songs, a practice dating to the landmark work of Box (1979; reprinted herein). This collection presents many (though certainly not all) of the songs that have been performed at Bayesian cabarets over the years, as well as the original scripts of the popular skits by O’Hagan et al. (1987, 1991, 1994, 1998, 2002). We hope it inspires future generations of Bayesian singers, songwriters, actors, and, yes, even male strippers.