I agree with you and Larry and want to elaborate. Dogmatic Bayesians often come armed with assertions that probability calculus is the "correct" way of doing in

I agree with you and Larry and want to elaborate. Dogmatic Bayesians often come armed with assertions that probability calculus is the "correct" way of doing inference and, further, that there is some kind of ethical maximum achieved when you make your decisions exclusively via inference. They have strong reason to feel this way, of course. Probability calculus is a very elegant theory that can be constructed from rather sane "desiderata" a la Cox's Theorem. Furthermore, if you think of ethics as an optimization problem, which is fair, then you're likely to be attracted to decision theory as a powerful tool for being more ethical. QED? Unfortunately, neither of these reasons have the conclusive force that they appear to. The sanity of Cox's postulates and ethics of optimization are still (arbitrary) choices which serve mostly to create a formalized world for us to live in and study with efficacy. There is no doubt that people have derived great power from similar use of powerful models, but models they are nonetheless. Asserting that modeling the world based on these postulates is ethically mandatory is weird. Feeling confident that you can become more powerful than others by doing so is a bet. So, assuming you're a betting type instead of a religious type, would you rather use models that are elegant but incomplete or practical and battle-tested? I believe both Sampling philosophy and Bayesian philosophy to be mathematically elegant. I also have seen them both very practically used. And once you're interested in measuring practical performance of these methods, once you decide to pick things like loss functions and philosophies of measurement, then it's easy to find places where either framework fails. --- So really, in my mind, there are Bayesian methods and Frequentist methods and Bayesians who, probably following Jaynes' hyperbolic and recommended work, feel that there is a certain theory of mind which is correct due to its elegance. Most Engineers can pick between the methods and most mathematicians can pick between the theories. And having a favorite theory isn't so bad either. I quite like some "Likelihoodists" as well and learn from them every time we talk. --- I think the best model of the situation is that of logic. It's like we have "First-order logicians" and "Higher-order logicians", each of which espousing a viewpoint that a particular Theory is "more true" than the other. Truly, they both have fortes and foibles, though, and the practical mathematician studies both and uses whichever one lets them prove what they need to. The problem comes into play when "higher-order logicians" suggest that "first-order logicians" are inherently wrong since their very theory prevents them from being able to conceive of a better theory and this reticence is leading to disarray. But then the "higher-order logicians" can't come to a consensus on how to fix things and also take a potentially infinite amount of time to reach a conclusion. Really, though, our thought is neither bound to first or second order logic. Perhaps this causes us pain from time to time, but it also lets us pick and choose.