At one time Bayesian statistics was not just a minority approach, it was considered controversial or fringe. When I was in grad school, someone confided in me that he was a closet Bayesian. He thought the Bayesian approach to statistics made sense, but didn’t want to jeopardize his career by saying so publicly.

Then somewhere along the way, maybe 20 years ago or so, Bayesian analysis not only became acceptable, it became hot. People would trow around the term Bayesian much like the throw around AI now.

During the Bayesian heyday, someone said that you’d know Bayes won when people would quit putting the word “Bayesian” in the title of their papers. That happened. I’m not sure when, but maybe around 2013? That was the year I went out on my own as a consultant. I though maybe I could cash in on some of the hype over Bayesian statistics, but the hype had already subsided by then.

It’s strange that Bayes was ever scandalous, or that it was ever sexy. It’s just math. You’d never look askance at someone for studying Banach algebras, nor would you treat them like a celebrity.

Bayesian statistics hasn’t fallen, but the hype around Bayesian statistics has fallen. The utility of Bayesian statistics has improved as the theory and its software tools have matured. In fact, it has matured to the point that people don’t emphasize that it’s Bayesian.

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