Comment on Article by Dawid and Musio

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Date
2015
Alternative titles
A discussion of "Bayesian model selection based on proper scoring rules" by A.P. Dawid and M. Musio
Link to item file
https://arxiv.org/abs/1502.07638
Dewey
Probabilités et mathématiques appliquées
Sujet
Bayesian model choice; proper scoring rules; Bayes factor
Journal issue
Bayesian Analysis
Volume
10
Number
2
Publication date
2015
Article pages
511-515
Publisher
Pergamon Press
DOI
http://dx.doi.org/10.1214/15-BA942C
URI
https://basepub.dauphine.fr/handle/123456789/16325
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Metadata
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Author
Robert, Christian P.
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Grazian, Clara
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Masiani, Illaria
Type
Article accepté pour publication ou publié
Abstract (EN)
This note is a discussion of the article “Bayesian model selection based on proper scoring rules” by A. P. Dawid and M. Musio, to appear in Bayesian Analysis. While appreciating the concepts behind the use of proper scoring rules, we point out here some possible practical difficulties with the advocated approach.