As a practitioner myself, I am happiest about the discussion on model checking -- something one can definitely do in the Bayesian framework but which almost no one does.
Can you expand on that? I don't see Gelman addressing the problem in that paper. In fact, he booms his inability to do so, and says that no-one else can either. And the chapter on model checking in his book, "Bayesian Data Analysis" just labels the process "Judgement".
I disagree -- are you referring to chapter 6 of BDA? In that chapter he spells out good ways of addressing the issue: the Bayesian analogs of classical hypothesis testing statistics. Most importantly, though Gelman doesn't use this language, is the idea of devising test statistics that would falsify your model and then using bootstrapping methods to compare those test statistics on the posterior distribution to the test statistics on the data. In my own view, this is a shining success of Bayesian methods over frequentist methods. Bayesian analysis might gi...
Andrew Gelman recently linked a new article entitled "Induction and Deduction in Bayesian Data Analysis." At his blog, he also described some of the comments made by reviewers and his rebuttle/discussion to those comments. It is interesting that he departs significantly from the common induction-based view of Bayesian approaches. As a practitioner myself, I am happiest about the discussion on model checking -- something one can definitely do in the Bayesian framework but which almost no one does. Model checking is to Bayesian data analysis as unit testing is to software engineering.
Added 03/11/12
Gelman has a new blog post today discussing another reaction to his paper and giving some additional details. Notably: