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On “true” models

Before starting the description of the probability distributions, we want to impose on the reader the essential feature that a model is an interpretation of a real phenomenon that fits its characteristics to some degree of approximation rather than an explanation that would require the model to be “true”. In short, there is no such thing as a “true model”, even though some models are more appropriate than others!

— Jean-Michel Marin and Christian P. Robert in Bayesian Core: a practical approach to computational Bayesian statistics.