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October 06, 2011

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Quite obviously, the slides of Brad Efron's talk are most interesting, both for the links with frequentist statistics and for this tantalising slide 22. On the Newton & Raftery paper, the "under-appreciation" [at least in terms of Section 7 of the paper) is easily explained through Radford Neal's blog entry (the worst Monte Carlo method ever) because of the strong potential for infinite variance in the approximation to the marginal likelihood.

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