Honesty of Bayesian inference

All models have some sort of ad hoc/ arbitrary decision. This can be seen in the choice of model or in the assumptions.

Bayesian inference is a very honest type of analysis since the ad hoc element is more explicitly defined in the prior distribution. It is not just a list of abstract (sometimes unconsidered or un-testable) assumptions. It is defined and can be analyized and criticized systematically (for example through the Predictive distribution)


References

@koski2011