There is an old saying “If all a man has is a
hammer, then everyproblem looks like a nail.” The
trouble for statisticians is that recentlysome of the
problems have stopped looking like nails. I conjecture
that the result of hitting this wall is that more
complicated data models are appearing in current
published applications. Bayesian methods combined
with Markov Chain Monte Carlo are cropping up all
over. This maysignifythat as data becomes more
complex, the data models become more cumbersome
and are losing the advantage of presenting a simple
and clear picture of nature’s mechanism