Rejoinder to "Bayesian Model Selection Based on Proper Scoring Rules"

TL;DR

This paper is a formal response to discussions on a previous work about Bayesian model selection using proper scoring rules, clarifying points and engaging with critiques.

Contribution

It provides a detailed rejoinder to critical discussions, enhancing understanding of Bayesian model selection methods based on proper scoring rules.

Findings

Clarifies key points from original paper

Addresses critiques and alternative perspectives

Strengthens theoretical foundations

Abstract

We are deeply appreciative of the initiative of the editor, Marina Vanucci, in commissioning a discussion of our paper, and extremely grateful to all the discussants for their insightful and thought-provoking comments. We respond to the discussions in alphabetical order [arXiv:1409.5291].