Deviance information criterion for Bayesian model selection: Justification and variation

Deviance information criterion for Bayesian model selection: Justification and variation

Deviance information criterion (DIC) has been extensively used for making Bayesian model selection. It is a Bayesian version of AIC and chooses a model that gives the smallest expected Kullback-Leibler divergence between the data generating process (DGP) and a predictive distribution asymptotically....

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書目詳細資料
Main Authors:	LI, Yong, Jun YU, ZENG, Tao
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2017
主題:	AIC DIC Bayesian Predictive Distribution Plug-in Predictive Distribution Loss Function Bayesian Model Comparison Frequentist Risk Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1927 https://ink.library.smu.edu.sg/context/soe_research/article/2926/viewcontent/DICTheory10.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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