Bayesian Analysis

Comment on Article by Dawid and Musio

Matthias Katzfuss and Anirban Bhattacharya

Full-text: Open access

Article information

Bayesian Anal., Volume 10, Number 2 (2015), 501-504.

First available in Project Euclid: 7 April 2015

Permanent link to this document

Digital Object Identifier

Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier


Katzfuss, Matthias; Bhattacharya, Anirban. Comment on Article by Dawid and Musio. Bayesian Anal. 10 (2015), no. 2, 501--504. doi:10.1214/15-BA942A.

Export citation


  • Berger, J. O. and Pericchi, L. R. (1996). “The intrinsic Bayes factor for model selection and prediction.” Journal of the American Statistical Association, 91: 109–122.
  • Birgé, L. and Massart, P. (1993). “Rates of convergence for minimum contrast estimators.” Probability Theory and Related Fields, 97: 113–150.
  • Chernozhukov, V. and Hong, H. (2003). “An MCMC approach to classical estimation”. Journal of Econometrics, 115: 293–346.
  • Dawid, P., Musio, M., and Ventura, L. (2014). “Minimum scoring rule inference.” arXiv:1403.3920.
  • Gneiting, T. and Katzfuss, M. (2014). “Probabilistic forecasting.” Annual Review of Statistics and Its Application, 1(1): 125–151.
  • Huber, P. and Ronchetti, E. (2009). Robust Statistics. Hoboken, NJ: Wiley, 2nd edition.
  • Jiang, W. and Tanner, M. A. (2008). “Gibbs posterior for variable selection in high-dimensional classification and data mining.” The Annals of Statistics, 36(5): 2207–2231.
  • Johnson, V. E. and Rossell, D. (2012). “Bayesian model selection in high-dimensional settings.” Journal of the American Statistical Association, 107(498): 649–660.
  • Kass, R. and Raftery, A. E. (1995). “Bayes factors.” Journal of the American Statistical Association, 90(430): 773–795.
  • Li, C., Jiang, W., and Tanner, M. A. (2013). “General oracle inequalities for Gibbs posterior with application to ranking.” Journal of Machine Learning Research: Workshop and Conference Proceedings 30, 512–521.
  • Lindsay, B. (1988). “Composite likelihood methods.” Contemporary Mathematics, 80: 221–239.
  • O’Hagan, A. (1995). “Fractional Bayes factors for model comparison.” Journal of the Royal Statistical Society: Series B (Statistical Methodology), 57: 99–138.
  • Pfanzagl, J. (1969). “On the measurability and consistency of minimum contrast estimates.” Metrika, 14(1): 249–272.
  • Shaby, B. A. (2014). “The open-faced sandwich adjustment for MCMC using estimating functions.” Journal of Computational and Graphical Statistics, 23(3): 853–876.

See also

  • Related item: A. Philip Dawid, Monica Musio (2015). Bayesian Model Selection Based on Proper Scoring Rules. Bayesian Anal. Vol. 10, Iss. 2, 479–499.