Bayesian Analysis

Comment on Article by Dawid and Musio

C. Grazian, I. Masiani, and C. P. Robert

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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.

Article information

Bayesian Anal., Volume 10, Number 2 (2015), 511-515.

First available in Project Euclid: 31 March 2015

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Bayesian model choice proper scoring rules Bayes factor


Grazian, C.; Masiani, I.; Robert, C. P. Comment on Article by Dawid and Musio. Bayesian Anal. 10 (2015), no. 2, 511--515. doi:10.1214/15-BA942C.

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See also

  • Related item: A. Philip Dawid, Monica Musio (2015). Bayesian Model Selection Based on Proper Scoring Rules. Bayesian Anal. Vol. 10, Iss. 2, 479–499.