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I *really* want to cite this paper in my thesis, but I can't see where I would put it. I'll just share it here instead. Huge fan of dogmatic papers from the world of #bayesian statistics. I don't necessarily agree with the paper, but I wish people were able to publish more stuff of this flavour
O'Hagan, Anthony. Monte Carlo is fundamentally unsound. The Statistician (1987)
What this does highlight is that MCMC _is not_ Bayesian, which some people seem to think it is. I'm a proponent of subjectivism and Bayesian probability, thus it pains me to say that frequentist statistics is useful