Take home points
"Spagetti-western properties of least-squares estimates of spectrally red signals: (good) can be approximated by a few modes, (bad) have less variance than the true signal, and (ugly) redder than the true signal.
"These properties can be used for making analyses of sparse climate data cheaper and less ambiguous in their setup.
"Since the effect of these properties is stronger for poor data, and the data quality generally improves with time, use of least-squares analyses at face value, as if they were the truth,  poses a threat of misinterpretation.
"A possible way out (however expensive): use of ensembles drawn from the posterior distributions rather than a single ensemble mean.