After a pleasant run under the pouring rain (noisy rain that had not helped with my sleep or lack thereof), I attended both morning episodes of Calibrated Bayes, with a range of interesting, mostly novel, questions and solutions. And rekindling my interrogations about overparameterised models and model misspecification within a Bayesian framework. And the elusive notion of outliers.
The noon discussion around our report as the committee on the future of ISBA conferences went on rather well, given the circumstances, with about 50 participants with ideas and opinions on the opportunity of splitting the ISBA World into multiple hubs. And on the practical difficulties. (Despite the itch to do it, I did not intervene with my counter-objections to most of the raised objections! Nor mentioned BayesComp in Aussois.) Participants of the (unofficial) 2021 mirror in Marseille brought some welcomed support!
Daniele Durante’s Bayarri lecture on skew symmetric approximations was also attuned to the approximation spirit of the morning. The symmetrisation of the target reminded me of our (unpublished) folded method. With the (unrelated) question of the statistical meaning of a higher order Laplace expansion. And the calibration of this skewed approximation.
The final session on Cut Bayes couldn’t be missed!, since this has been an interest of mine’s since MCMSki IV in Chamonix! With an automated cut model construction by Robert Goude and an optimised choice of generalised Bayes posteriors by David Nott.
