Open Access
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


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.


Published: June 2015
First available in Project Euclid: 31 March 2015

zbMATH: 1335.62018
MathSciNet: MR3420893
Digital Object Identifier: 10.1214/15-BA942C

Keywords: Bayes factor , Bayesian model choice , proper scoring rules

Rights: Copyright © 2015 International Society for Bayesian Analysis

Vol.10 • No. 2 • June 2015
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