Per Douglas Brinkley in the May issue of Rolling Stone:
Dylan spends most of the afternoon of April 9th at the Rijksmuseum in Amsterdam. I am not allowed to come along. But later he recaps to me what crossed his mind, like who his favorite artists are. “Well, of course, Jackson Pollock and Mark Rothko are good as far as Americans go, and I guess George Bellows and Thomas Hart Benton are OK,” he says. “But this guy here, from this town, Rembrandt, is one of my two favorite painters. I like his work because it’s rough, crude and beautiful. Caravaggio’s the other one. I’d probably go a hundred miles for a chance to see a Caravaggio painting or a Bernini sculpture. You know who I like a lot is [J.M.W.] Turner, the English painter. Art is artillery. And those guys, especially Caravaggio and Rembrandt, used it in its most effective manner. After seeing their work, I’m not even so sure how I feel about Picasso, to tell you the truth.”
“Why’s that?” I ask.
“Lots of reasons,” he says. “He was a renegade painter. He just painted what he wanted. He didn’t have anybody over him. I don’t think he was ever pushed to the degree that those other guys were. I don’t feel Picasso’s paintings like I feel the other work I just mentioned. I like Jacques- Louis David a lot, too, although he was a propagandist painter. David’s the artist who did the emblematic painting of ‘Napoleon at the Saint-Bernard Pass’ and ‘The Death of Marat.” As for Andy Warhol, Dylan glares at me for bringing his name into the heavyweight mix. “Only as a cultural figure,” he says. “Not as an artist.”