Conor Mayo-Wilson (University of Washington, Seattle)
Robins, Ritov, and Wasserman argue that, when a parameter space is infinite-dimensional, principles and intuitions that guide thinking about simpler statistical models are no longer reliable. For this reason, Wasserman concludes that statistics ought to do away completely with "statistical principles" (i.e., purportedly universal axioms about evidence). If sound, RRW's arguments have significant implications for epistemology, philosophy of science, and philosophy of statistics. RRW's argument suggests that philosophers and statisticians ought to exercise extreme care when appealing to toy examples and intuitions to motivate statistical methodology. I argue that RRW's argument itself relies on statistical principles that are false in finite-dimensional settings.
