Discussion of Big Bayes Stories and BayesBag

Abstract

I congratulate all the authors for their insightful papers with wide-ranging contributions. The articles demonstrate the power and elegance of the Bayesian inference paradigm. In particular, it allows to incorporate prior knowledge as well as hierarchical model building in a convincing way. Regarding the latter, the contribution by Raftery, Alkema and German is a very fascinating piece, as it addresses a set of problems of great public interest and presents predictions for the world populations and other interesting quantities with uncertainty regions. Their approach is based on a hierarchical model, taking various characteristics into account (e.g., fertility projections). It would have been very difficult to come up with a "better" solution which would be as clear in terms of interpretation (in contrast to a "black-box machine") and which would provide (model-based) uncertainties for the predictions into the future.