I remember reading this interview between Morrie DeGroot and Charles Stein back in the day, probably when I was an undergrad at the department DeGroot founded. I was struck in particular by this bit:
> This doesn’t answer the question, “When I say the probability is 1/6 that this die will come up 6 on the next toss, what does that statement mean?” But then in no serious work in any science do we answer the question, “What does this statement mean?” It is an erroneous philosophical point of view that leads to this sort of question.
Reminds me of the bit by Gellner describing reductionism:
> Reductionism, roughly speaking, is the view that everything in this world is really something else, and that the something else is always in the end unedifying. So lucidly formulated, one can see that this is a luminously true and certain idea. The hope that it could ever be denied or refuted is absurd. One day, the Second Law of Thermodynamics may seem obsolete; but reductionism will stand for ever.
Oh, and then there’s this line of Stein’s; think “big data” when you read it:
> There are so many more possibilities for computation, and some of them are clearly useful. People can find things by using somewhat arbitrary computational methods that could not be found by using traditional statistical methods. On the other hand, they can also find things that probably aren’t really there.
The interview was from 1986.