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wedrifid comments on Case study: abuse of frequentist statistics - Less Wrong
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Forgive my confusion, I'm a bad statistician, of any sort. How do you include 'something else' in your model? Don't you need to at least (for monte carlo techniques) be able to generate "forward" from parameters to simulated data?
Or do you include Gelman's posterior predictive check in the model somehow, so that data that is sufficiently surprising causes a "misspecification alarm" to go off?
In the example provided it would be by having the labels "A, B, C and Zooblefuzz" where Zooblefuzz is clearly defined 'any other urn than A, B or C'.