Bayesian Analysis

Comment on Article by Dawid and Musio

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

Full-text: Open access

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.

Article information

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

Dates
First available in Project Euclid: 31 March 2015

Permanent link to this document
https://projecteuclid.org/euclid.ba/1427806911

Digital Object Identifier
doi:10.1214/15-BA942C

Mathematical Reviews number (MathSciNet)
MR3420893

Zentralblatt MATH identifier
1335.62018

Keywords
Bayesian model choice proper scoring rules Bayes factor

Citation

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. https://projecteuclid.org/euclid.ba/1427806911


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References

  • DeGroot, M. (1982). “Discussion of Shafer’s ‘Lindley’s paradox’.” Journal of the American Statistical Association, 378: 337–339.
  • Kamary, K., Mengersen, K., Robert, C., and Rousseau, J. (2014). “Testing hypotheses as a mixture estimation model.” arXiv:1214.2044.
  • Marin, J. and Robert, C. (2007). Bayesian Core. Springer-Verlag, New York.
  • Robert, C. (2001). The Bayesian Choice. Springer-Verlag, New York, second edition.
  • Robert, C., Chopin, N., and Rousseau, J. (2009). “Theory of Probability revisited (with discussion).” Statistical Science, 24(2): 141–172 and 191–194.

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.