Integrated deviance information criterion for latent variable models
Deviance information criterion (DIC) has been widely used for Bayesian model comparison, especially after Markov chain Monte Carlo (MCMC) is used to estimate candidate models. This paper studies the problem of using DIC to compare latent variable models after the models are estimated by MCMC togethe...
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Main Authors: | LI, Yong, YU, Jun, ZENG, Tao |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2018
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Online Access: | https://ink.library.smu.edu.sg/soe_research/2159 https://ink.library.smu.edu.sg/context/soe_research/article/3159/viewcontent/DIC_LatentVariable25_.pdf |
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Institution: | Singapore Management University |
Language: | English |
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