Robust Deviance Information Criterion for Latent Variable Models

Robust Deviance Information Criterion for Latent Variable Models

It is shown in this paper that the data augmentation technique undermines the theoretical underpinnings of the deviance information criterion (DIC), a widely used information criterion for Bayesian model comparison, although it facilitates parameter estimation for latent variable models via Markov c...

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Bibliographic Details
Main Authors: LI, Yong, ZENG, Tao, YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
AIC
DIC
EM Algorithm
Latent variable models
Markov Chain Monte Carlo
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1403
https://ink.library.smu.edu.sg/context/soe_research/article/2402/viewcontent/30_2012_Robust_Deviance_Information_Criterion_for_Latent_Variable_Models.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1403
https://ink.library.smu.edu.sg/context/soe_research/article/2402/viewcontent/30_2012_Robust_Deviance_Information_Criterion_for_Latent_Variable_Models.pdf

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