Comment on Article by Dawid and Musio

C. Grazian; I. Masiani; C. P. Robert

doi:10.1214/15-BA942C

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Home > Journals > Bayesian Anal. > Volume 10 > Issue 2 > Article

June 2015 Comment on Article by Dawid and Musio

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

Bayesian Anal. 10(2): 511-515 (June 2015). DOI: 10.1214/15-BA942C

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Abstract

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.

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C. Grazian. I. Masiani. C. P. Robert. "Comment on Article by Dawid and Musio." Bayesian Anal. 10 (2) 511 - 515, June 2015. https://doi.org/10.1214/15-BA942C