I think Rafael Irizarry put it best over a decade ago -- while historically there was a feud between self-declared "frequentists" and "Bayesians", people doing statistics in the modern era aren't interested in playing sides, but use a combination of techniques originating in both camps: https://simplystatistics.org/posts/2014-10-13-as-an-applied-...

▲

jmalicki 9 hours ago | parent | next [-]

I agree... I feel like "The Elements of Statistical Learning" was possibly one of the first "postmodern" things where "well, frequentist and Bayesian are just tools in the toolbox, we now know they're not so incompatible."

After Stein's paradox it became super hard to be a pure frequentist if you didn't have your head in the sand.

▲

therobots927 11 hours ago | parent | prev [-]

That’s Bayesian propaganda

▲

jmalicki 10 hours ago | parent [-]

Huh? Are there really any pure frequentists post Stein's paradox? At least ones that are aware of it and maintain objections to fusing the fields?

	▲	kgwgk 4 hours ago \| parent [-]
		> Are there really any pure frequentists post Stein's paradox? What does that have to do with anything? If one cares about that using a shrinkage estimator is an option which maintains the frequentist purity.