Comment on Article by Dawid and Musio
Christopher M. Hans, Mario Peruggia
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 in statistical model comparison.
Contribution
It offers critical insights and perspectives on the application of proper scoring rules in Bayesian model selection, highlighting areas for further research.
Findings
Highlights the strengths of proper scoring rules in model selection
Identifies limitations and challenges in current approaches
Suggests directions for future research in Bayesian methods
Abstract
Discussion of "Bayesian Model Selection Based on Proper Scoring Rules" by Dawid and Musio [arXiv:1409.5291].
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