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Mar 29, 2014 at 22:16 comment added Dave31415 Personally, I don't believe that you should do anything non-Bayesian while you're working within probability. But sometimes you have to leave probability theory behind and do practical things that you can't quite justify with Bayesian probability theory.
Mar 29, 2014 at 22:06 comment added guy I think a distinction should be made between being Bayesian and using methods inspired by what a Bayesian would do under a particular prior and evaluating them via some non-Bayesian criteria like CV. Methods themselves aren't Bayesian or non-Bayesian, it is our analyses.
Mar 29, 2014 at 18:39 history answered Dave31415 CC BY-SA 3.0