Clarity about these matters ...

Philosophy, Bayesian inference, statistics and all that.



"Philosophy matters to practitioners because they use philosophy to guide their practice; even those who believe themselves quite exempt from any philosophical influences are usually the slaves of some defunct methodologist."



"We fear that a philosophy of Bayesian statistics as subjective, inductive inference can encourage a complacency about picking or averaging over existing models rather than trying to falsify and go further."



In other words, do not look for a Bayesian super-intelligence, but (try to) learn from your mistakes and fail in interesting ways.



update: The authors blog about it here and there.