Unveiling the nature of the existing cosmological tensions and other possible anomalies discovered in the future will require a multi-path approach involving a wide range of cosmological probes, various multiwavelength observations and diverse strategies for data analysis.
Presently, cosmological models are largely tested by using well-established methods, such as Bayesian approaches, that are usually combined with Monte Carlo Markov Chain (MCMC) methods as a standard tool to provide parameter constraints.
Given the observational tensions among different data sets, and the unknown quantities on which the model is based, alternative scenarios should be considered.