[more] impressions from the frontier
Apart from my (theoretical) Bayes factor session, I attended non-parametric, and two other Bayes factor sessions at Frontiers of Statistical Decision Making and Bayesian Analysis today! (I forgot to mention the talk of Kenneth Rice yesterday that related to my early 1990’s work with George Casella and Juinn Hwang on integrating estimation loss functions into testing losses). I liked very much Ed George’s extension of the g-prior, as well as Elias Moreno’s prior modelling of clustering models (along with Guido Consonni’s and Adrian Raftery’s talks in the same session). As commented by many participants to the conference, one major difficulty was to figure out which of the three parallel sessions to choose… The plenary sessions were superb as well, with Steve Fienberg describing an analysis of a highly (highly) complex model on aging, and Persi Diaconis giving us the flavour of his lastest work with David Aldous on quasi-exchangeability, with exctracts from de Finetti.

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