Model choice versus model criticism

Christian Robert (1, 2) , Kerrie L. Mengersen (3) , Carla Chen (3)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
2 CREST - Centre de Recherche en Économie et Statistique
3 QUT - Queensland University of Technology [Brisbane]

The new perspectives on ABC and Bayesian model criticisms presented in Ratmann et al.(2009) are challenging standard approaches to Bayesian model choice. We discuss here some issues arising from the authors' approach, including prior influence, model assessment and criticism, and the meaning of error in ABC.

Domaines: Méthodologie [stat.ME]; Calcul [stat.CO]

Christian Robert, Kerrie L. Mengersen, Carla Chen. Model choice versus model criticism. Proceedings of the National Academy of Sciences of the United States of America, 2010, 107 (3), pp.E5. ⟨10.1073/pnas.0911260107⟩. ⟨hal-00423847⟩