[mattkrause]

You can also think about this in terms of guarantees. Frequentist methods can give you confidence about the long-run performance of a method, by controlling the familywise error or false discovery rate. In other words, this procedure will only be wrong $\alpha$ percent of the time. Bayesian methods don't really give you that, but they may give you a more coherent summary of the state of the world right now.