Discussion on "Predictively consistent prior effective sample sizes," by Beat Neuenschwander, Sebastian Weber, Heinz Schmidli, and Anthony O'Hagan.
Gary L RosnerPeter MüllerPublished in: Biometrics (2020)
Neuenschwander et al. address a seemingly easy but often complicated problem in applied Bayesian methodology. We discuss some issues that relate to the question of why one might care about the effective sample size ( E S S ) in a Bayesian model and the motivation for reporting the E S S .