[mariuskempe]

That's a good question and I was asking myself that I after I wrote that comment. I think my objection is more to the 'Bayesian' and less to the 'methods', if that makes sense. That is, I think constructing and updating models using Bayes' theorem can be (as people doing spam-filtering have shown) a good way of making predictions, but that it is the frequentist properties of the models that actually matter (cf. the ubiquity of cross-validation: 'the proof of the pudding is in the eating'), not the fact that they let you maintain a probability distribution over parameters.