You're involuntarily confirming my negative criticism of Bayesianism by suggesting Bayesian methods could tell us whether there is life on Mars. Sometimes you really need to gather more information and/or develop an analytic model. It seems that a lot of Bayesianism consists of wishful thinking and trying to take shortcuts (e.g. trying to avoid randomized controlled trials for new drugs).
> suggesting Bayesian methods could tell us whether there is life on Mars.
What I suggest is that Bayesian methods provide a framework to reason about the plausability of some statement about the world in a systematic way (unlike Frequentist methods, whatever the limitations in Bayesian methods).
> Sometimes you really need to gather more information and/or develop an analytic model.
Bayesian methods are definitely not a way to escape the need for an analytic model (including all the prior knowledge) and data gathering. What they provide is a mechanism to integrate the data using the model and calculate the impact of incremental information on our knowledge / uncertainty.
I’m not saying that it’s easy to have a good model and useful data for complex questions. But with Frequentist methods in addition to the model and the data you’d be missing the mechanism to use them in a meaningful way.
I wonder why do you say that Bayesians try to avoid randomized controlled trials for new drugs, by the way. Bayesian methods are increasingly used in randomized clinical trials.
