These are Bayes
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Music:  10,000 Maniacs
Lyrics:  Jennifer Hill

Recorded October 7, 2000, at Glickman Studios Inc (a.k.a. Mark's apartment).
Mixed and converted to MP3 later that month by Mark Glickman.

Lead Vocals:  Jennifer Hill
Backup Vocals:  Bradley Carlin, Jennifer Hill
Guitars:  Mark Glickman
Bass Guitar:  Mark Glickman
Organ:  Bradley Carlin
Drums:  Ringo, the drum machine (programmed by MG)

Lyrics:

These are Bayes' procedures
You place your beliefs into the prior
How dire!
If you have no beliefs at all
then go see Jeffreys
You know it's true 
you hope your data swamps it
it's true that you can generate it
all too easily: MCMC

These are Bayes' procedures
Never before and never since
I promise
Will you do inference like this
A FULL POSTERIOR!
You'll know it's true
that you have more than two moments
It's true that you can average models
and never choose the one that's true.

These are Bayes!

These are the Bayes
that brighten your days
when n is small
these Bayes allow us to get away
with almost no math at all
and when you do
you'll know how it was meant to be
using no measure theory
it's true, you'll know how it was meant to be,
conferences in Spain and Crete,
that'll work for me, and you too!