Am I missing something, or does the post just say that we shouldn’t use frequentist “unbiased estimators” as if they were Bayesian posterior expected values?
Not quite. If you were to do individual bayesian estimates you would have the same problem because there is shared prior information that would remain unmodeled.
Am I missing something, or does the post just say that we shouldn’t use frequentist “unbiased estimators” as if they were Bayesian posterior expected values?
Not quite. If you were to do individual bayesian estimates you would have the same problem because there is shared prior information that would remain unmodeled.
Are you pointing out that each individual Bayesian estimate must be conditioned on all the information available, or is it more subtle than that?
Nope, that’s it.