This is a bit unfair since Bayesian techniques are useful for when you want to reason about limited data.
But as soon as you have a fair sized dataset, frequentist techniques are typically computationally simpler and faster (no need for MCMC) and scale much better.
This is a bit unfair since Bayesian techniques are useful for when you want to reason about limited data.
But as soon as you have a fair sized dataset, frequentist techniques are typically computationally simpler and faster (no need for MCMC) and scale much better.