Related papers: Rejoinder to "Bayesian Model Selection Based on Pr…
Discussion of "Bayesian Model Selection Based on Proper Scoring Rules" by Dawid and Musio [arXiv:1409.5291].
Discussion of "Bayesian Model Selection Based on Proper Scoring Rules" by Dawid and Musio [arXiv:1409.5291].
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…
We would like to take this opportunity to thank the discussants for their thoughtful comments and encouragements on our work [arXiv:0808.1012]. The discussants raised a number of issues from theoretical as well as computational…
Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by…
We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…
We are most grateful to all discussants for their positive comments and many thought-provoking questions. In addition, the discussants provide a number of useful leads into various areas of the literatures on time series, forecasting and…
Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible…
This work is a preliminary exploratory study of how we could progress a step towards an AI assisted article classification sys- tem in academia. The proposed system aims to aid the journal editors in their decisions by pinpointing the…
We propose an enhanced peer-review process where the reviewers are encouraged to truthfully disclose their reviews. We start by modelling that process using a Bayesian model where the uncertainty regarding the quality of the manuscript is…
The new perspectives on ABC and Bayesian model criticisms presented in Ratmann et al.(2009) are challenging standard approaches to Bayesian model choice. We discuss here some issues arising from the authors' approach, including prior…
We give an overview of some uses of proper scoring rules in statistical inference, including frequentist estimation theory and Bayesian model selection with improper priors.
This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion. We would first like to thank the reviewers and many of our colleagues who helped…
We are honoured to have our work read and discussed at such a thorough level by several experts. Words of appreciation and encouragement are gratefully received, while the many supplementary comments, thoughtful reminders, new perspectives…
The CLAS Collaboration has published an analysis using Bayesian model selection. My Comment criticizing their use of arbitrary prior probability density functions, and a Reply by D.G. Ireland and D. Protopopsecu, have now been published as…
Motivated by examples from genetic association studies, this paper considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating…
We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…
We construct a model of expert prediction where predictions can influence the state of the world. Under this model, we show through theoretical and numerical results that proper scoring rules can incentivize experts to manipulate the world…
We propose a novel approach to model selection for simulator-based statistical models. The proposed approach defines a mixture of candidate models, and then iteratively updates the weight coefficients for those models as well as the…
A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…