Criticisms

Theory is far ahead of ability to compute
- First figure out what you really want to compute, then try to approximate it
- Decision theory provides a unified framework for thinking about what you want to compute
Where do the priors come from?
- Bayesians are explicit about their assumptions. Assumptions are often buried in classical methods.
- When you have knowledge, you should include it in the analysis
- NFL theorems: there are no assumption-free methods