This exhibition includes one of my images, so I hesitated when I was asked to write about it – but I only hesitated for a moment. I have learned that if you are reluctant to promote your own work other people are even more inclined in that direction, so you should seize any chance you get.

American photographer William Eggleston is famous for dedicating himself to colour photography at a time when it was still considered kitsch – acceptable for wedding and Christening photos, but not much else. The best known example of his embrace of colour is a 1973 photo of a red light bulb hanging from a red ceiling, a picture devoid of subject matter beyond redness and the associations it triggers.

The opening image of this new David Hockney exhibition – a sketchily painted portrait of a seated man, slumping heavily forward, his head buried in his hands – could be a portrait of Brexit despair.

The huge and gorgeous Titian, The Vendramin Family, c.1540-c.1560, displays a frieze of males of all ages, three or four generations – and an adorable lap dog held close by the youngest boy – in marvellously sumptuous costume. The painting is surrounded with portraits by an ardent admirer of Titian's, Anthony van Dyck, our interest in the Titian deepened by the fact that Van Dyck once owned it. It is but one of the stars of this fascinating sampling of the collecting habits of artists themselves.

A good half of the portraits in Russia and the Arts are of figures without whom any conception of 19th century European culture would be incomplete. A felicitous subtitle, “The Age of Tolstoy and Tchaikovsky”, provides a natural, even easy point of orientation for those approaching Russian culture, and with it the country’s history and character, without particular advance knowledge.

Once you’ve seen him, you can’t forget him. Taken in 1951, Paul Strand’s black and white portrait of a French teenager sears itself onto your retina. He stares unflinchingly back, and looking into his eyes, you feel almost scalded by his exceptional beauty and the piercing intensity of his gaze. With his chiselled features, Roman nose, curled lips and leonine shock of hair, he could be a classical Greek sculpture; and as though to affirm this association, his skin has the sheen of burnished bronze. 

Much is made of the mystery surrounding Giorgione, a painter of pivotal influence, about whom, paradoxically, we know almost nothing beyond the manner of his death. He died in a Venetian plague colony in 1510 aged about 33, and was as elusive in the 16th century as he is today, his paintings highly sought after but hard to come by, and by the time of his death already invested with mythic status.

Can a portrait really be a portrait if we can’t see a person’s face? And what if the reason we can’t see their face is that it is covered with a lump of dough? Is it a joke? And if it is a joke, is it on us or them? Or perhaps it is a joke about art itself: doughy masks aside, Dahlgaard’s portraits are in every other way conventional, and dough is not so dissimilar to clay, a venerable material in the history of art.

From weaselly shyster to spineless drip, the biographies of Goya’s subjects are often superfluous: exactly what he thought of each of his subjects is jaw-droppingly evident in each and every portrait he painted. Quite how Goya got away with it is a question that will continue to exercise his admirers indefinitely, but it is testament to his laser-like insight that he flattered his subjects enough that they either forgave or didn’t notice his damning condemnations in paint.

Reputations and popularity rise and fall and rise again in cycles, and so with the redoubtable Julia Margaret Cameron (1815–1879). Now considered one of the finest photographers ever, she was an amateur gifted with incredible tenacity, intellectual and physical energy, and stamina. Stubborn and ambitious, for her class and gender she was unusually interested in business. She sold her work, which indeed she copyrighted, through the printsellers Colnaghi’s, and she was always experimenting and thinking of ways to promote her achievement.