The humble Bayesian: Model checking from a fully Bayesian perspective

Gelman and Shalizi (2012) criticize what they call the ‘usual story’ in Bayesian statistics: that the distribution over hypotheses or models is the sole means of statistical inference, thus excluding model checking and revision, and that inference is inductivist rather than deductivist. They present an alternative hypothetico‐deductive approach to remedy both shortcomings. We agree with Gelman and Shalizi's criticism of the usual story, but disagree on whether Bayesian confirmation theory should be abandoned. We advocate a humble Bayesian approach, in which Bayesian confirmation theory is the central inferential method. A humble Bayesian checks her models and critically assesses whether the Bayesian statistical inferences can reasonably be called upon to support real‐world inferences.