My philosophy of Statistics is more-or-less summarized in several pieces:

Kass, R.E. (1998) Comment on "R.A. Fisher in the 21st Century," by Bradley Efron, Statistical Science, 13: 95-122

Kass, R.E. (2006) Kinds of Bayesians (Comment on articles by Berger and by Goldstein), Bayesian Analysis, 1: 437-440.

Kass, R.E. (2010) How should indirect evidence be used? (Comment on article by Efron) Statistical Science, 25: 166-169.

Kass, R.E. (2011) Statistical Inference: The Big Picture. Statistical Science, 26, 1--20.

Also, why is it that Bayes' rule has not only captured the attention of so many people but inspired a religious devotion and contentiousness, repeatedly across many years? Here is my answer.