A discussion of "Bayesian model selection based on proper scoring rules" by A.P. Dawid and M. Musio
Methodology
2015-02-27 v1
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, including the inclusion of improper priors, we point out here some possible practical difficulties with the advocated approach.
Keywords
Cite
@article{arxiv.1502.07638,
title = {A discussion of "Bayesian model selection based on proper scoring rules" by A.P. Dawid and M. Musio},
author = {Clara Grazian and Ilaria Masiani and Christian P. Robert},
journal= {arXiv preprint arXiv:1502.07638},
year = {2015}
}
Comments
3 figures