Bayesian Model Selection Based on Proper Scoring Rules - Comment Academic Article uri icon

abstract

  • 2015 International Society for Bayesian Analysis. The authors consider the interesting and important issue of Bayesian inference based on objective functions other than the likelihood. They focus on model selection in the low-dimensional setting using prequential local proper scoring rules.

published proceedings

  • BAYESIAN ANALYSIS

altmetric score

  • 3.75

author list (cited authors)

  • Katzfuss, M., & Bhattacharya, A.

citation count

  • 2

complete list of authors

  • Katzfuss, Matthias||Bhattacharya, Anirban

publication date

  • June 2015