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by jmalicki 85 days ago
I guess you have me thinking more... things like Parzen window estimators or other KDEs are frequentist...

But while it's a probability distribution, to a frequentist they are estimating the fixed parameters of a distribution.

The distribution isn't generative, it just represents uncertainty - and I think that's a bit of the deep core philosophical divide between frequentists and Bayesians - you might use all the same math, but you cannot possibly think of it as being generative.