Reality update: What’s wrong with Bayes « Statistical Modeling, Causal Inference, and Social Science … :
“Don’t get me wrong. I still think Bayesian methods are great, and I think the proclivity of Bayesian inferences to tend toward the ridiculous is just fine—as long as we’re willing to take such poor predictions as a reason to improve our models. But Bayesian inference can lead us astray, and we’re better statisticians if we realize that.“