Comment on Article by Dawid and Musio
Matthias Katzfuss, Anirban Bhattacharya
TL;DR
This paper provides a commentary on Dawid and Musio's work on Bayesian model selection using proper scoring rules, discussing its implications and potential limitations within the statistical community.
Contribution
It offers critical insights and perspectives on the methodology proposed by Dawid and Musio, highlighting areas for further research and clarification.
Findings
Highlights strengths of proper scoring rules in Bayesian model selection
Identifies limitations and potential improvements in the approach
Suggests directions for future research in model comparison methods
Abstract
Discussion of "Bayesian Model Selection Based on Proper Scoring Rules" by Dawid and Musio [arXiv:1409.5291].
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