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Rejoinder on the normalized maximum likelihood and Bayesian decision theory: Reply to Grünwald and Navarro (2009)
Authors:George Karabatsos  Stephen G Walker
Institution:a University of Illinois-Chicago, 1040 W. Harrison Street (MC 147), Chicago, IL 60607, United States
b University of Kent, Institute of Mathematics, Statistics and Actuarial Science, Canterbury, CT2 7NZ, United Kingdom
Abstract:We provide a short reply to Grünwald, P., & Navarro, D. (2009). NML, Bayes and true distributions: A comment on Karabatsos and Walker. Journal of Mathematical Psychology, in press (doi:10.1016/j.jmp.2008.11.005)] comment on the article by Karabatsos, G., & Walker, S. (2006). On the normalized maximum likelihood and Bayesian decision theory. Journal of Mathematical Psychology, 50, 517-520].
Keywords:Bayesian nonparametrics  Normalized maximum likelihood  Model selection
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