I didn’t mean to rehabilitate frequentism! I only meant to point out that calibration is a frequentist optimality criterion, and one that Bayesian posterior intervals can be proved not to have in general. I view this as a bullet to be bitten, not dodged.
I didn’t mean to rehabilitate frequentism! I only meant to point out that calibration is a frequentist optimality criterion, and one that Bayesian posterior intervals can be proved not to have in general. I view this as a bullet to be bitten, not dodged.
It’s out of your hands now. Overcoming Bayes!