1Paul H. Garthwaite is Professor of Statistics, Faculty of Mathematics and Computing, The Open University, Milton Keynes, U.K. . Joseph B. Kadane is Leonard J. Savage University Professor of Statistics and Social Science, Carnegie Mellon University, Pittsburgh, PA 15213 . Anthony O'Hagan is Professor of Statistics, University of Sheffield, Sheffield, U.K. . Professor Kadane's work was supported in part by National Institutes of Health grant IR01 GM868950-01 and by the National Science Foundation grant 0139911. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation. Garthwaite and O'Hagan's work was supported by research funding from the U.K. Department of Health and the Centre for the Bayesian Statistics in Health Economics, University of Sheffield.