Stephen Martin writes:
Brad Efron seems to have transitioned from “Bayes just isn’t as practical” to “Bayes can be useful, but EB is easier” to “Yes, Bayes should be used in the modern day” pretty continuously across three decades.
Also, Lindley’s comment in the first article is just GOLD:
“The last example with [lambda = theta_1theta_2] is typical of a sampling theorist’s impractical discussions. It is full of Greek letters, as if this unusual alphabet was a repository of truth.” To which Efron responded “Finally, I must warn Professor Lindley that his brutal, and largely unprovoked, attack has been reported to FOGA (Friends of the Greek Alphabet). He will be in for a very nasty time indeed if he wishes to use as much as an epsilon or an iota in any future manuscript.”
“Perhaps the author has been falling over all those bootstraps lying around.”
“What most statisticians have is a parody of the Bayesian argument, a simplistic view that just adds a woolly prior to the sampling-theory paraphernalia. They look at the parody, see how absurd it is, and thus dismiss the coherent approach as well.”