O’Bayes 2013

It was quite sad that we had to start the O-Bayes 2103 conference with the news that Dennis Lindley passed away, but the meeting is the best opportunity to share memories and stress his impact on the field. This is what happened yesterday in and around the talks. The conference(s) is/are very well-attended, with 200-some participants in total, and many young researchers. As in the earlier meetings, the talks are a mixture of “classical” objective Bayes and non-parametric Bayes (my own feeling being of a very fuzzy boundary between both perspectives, both relying to some extent on asymptotics for validation). I enjoyed in particular Jayanta’s Ghosh talk on the construction of divergence measures for reference priors that would necessarily lead to the Jeffreys prior. With the side open problem of determining whether there are only three functional distances (Hellinger, Kullback and L₁ that are independent of the dominating measure. (Upon reflection, I am not sure about this question and whether I got it correctly, as one can always use the prior π as the dominating measure and look at divergences of the form

which seems to open up the range of possible d’s…) However, and in the great tradition of Bayesian meetings, the best part of the day was the poster session. From enjoying a (local) beer with old friends to discussing points and details.  (It is just unfortunate that by 8:15 I was simply sleeping on my feet and could not complete my round of O’Bayes posters, not even mentioning EFaB posters that sounded equally attractive… I even missed discussing around a capture-recapture poster!)