A discussion of "Bayesian model selection based on proper scoring rules" by A.P. Dawid and M. Musio

26 Feb 2015 · Grazian Clara, Masiani Ilaria, Robert Christian P. ·

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.

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A discussion of "Bayesian model selection based on proper scoring rules" by A.P. Dawid and M. Musio

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