The Bayesian Approach to Discovery

The Bayesian approach to discovery is essentially the Bayesian approach tohypothesis testing. This is discussed, through a pedagogical example thatillustrates the approach and the differences with non-Bayesian approaches totesting, and through the Bayesian formulation of the generic HEP problem.Ensuing discussion focuses on the potential value of the Bayesian approach indealing with the highly problematical 'look-elsewhere' effect, and the majorchallenge to the Bayesian approach, which is the choice of suitable priordistributions for unknown model parameters. A brief discussion of Bayesianunfolding is also included.