>Insufficient domain knowledge to assume a model (e.g., what kind of distribution should we use to model our data given that we have very little knowledge about its statistical properties?)</li>
<li>Complex dependencies preventing a clear model choice (e.g., how can we decide between multiple equally complex hierarchical models when they both seem to fit the data well?)</li>
</ul>
<p>On top of model-driven concerns, there are other technical difficulties.</p>
<ul>
<li>For models that have massive numbers of