You can sort of do this over a suitably large (or infinite) family of models all mixed, but from an epistemological POV that’s pretty unsatisfying. From a prac

You can sort of do this over a suitably large (or infinite) family of models all mixed, but from an epistemological POV that’s pretty unsatisfying. From a practical POV it’s pretty useful and common (if you allow it to describe non- and semi-parametric models too).