Rod Little gave the President’s Invited Address at the Joint Statistical Meetings in Minneapolis earlier this month. He was talking about the Bayesian/frequentist “schism” and resolved it in the following way: Bayesian methods are good for inference; frequentist methods are good for model assessment. I like that. (I’m not ashamed of being interested in the frequency properties of my Bayesian models.) He said it better than I can, so check out his slides here.
President’s Invited Address