Open problems are clearly defined problems1 that have not been solved. In older fields, such as Mathematics, the list is rather intimidating. Rationality, on the other, seems to have no list.
While we have all of us here together to crunch on problems, let's shoot higher than trying to think of solutions and then finding problems that match the solution. What things are unsolved questions? Is it reasonable to assume those questions have concrete, absolute answers?
The catch is that these problems cannot be inherently fuzzy problems. "How do I become less wrong?" is not a problem that can be clearly defined. As such, it does not have a concrete, absolute answer. Does Rationality have a set of problems that can be clearly defined? If not, how do we work toward getting our problems clearly defined?
See also: Open problems at LW:Wiki
1: "Clearly defined" essentially means a formal, unambiguous definition. "Solving" such a problem would constitute a formal proof.
The Credible interval article on Wikipedia describes the distinction between frequentist and Bayesian confidence intervals.
The general pattern here is that there's something you do care about and something you don't care about, and frequentism doesn't allow you to talk about the thing you do care about, so it renames the thing you don't care about in such a way as to suggest that it's the thing you do care about, and everyone who doesn't understand statistics well interprets it as such.