Comment on Article by Dawid and Musio
Robert, Christian P.; Grazian, Clara; Masiani, Illaria (2015), Comment on Article by Dawid and Musio, Bayesian Analysis, 10, 2, p. 511-515. 10.1214/15-BA942C
Type
Article accepté pour publication ou publiéExternal document link
https://arxiv.org/abs/1502.07638Date
2015Journal name
Bayesian AnalysisVolume
10Number
2Publisher
Pergamon Press
Pages
511-515
Publication identifier
Metadata
Show full item recordAuthor(s)
Robert, Christian P.CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Grazian, Clara
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Masiani, Illaria
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.Subjects / Keywords
Bayesian model choice; proper scoring rules; Bayes factorRelated items
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