Deviance information criterion for latent variable models and misspecified 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 first studies the problem of using DIC to compare latent variable models when DIC is calculated from the conditio...
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Main Authors: | , , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2020
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Online Access: | https://ink.library.smu.edu.sg/soe_research/2383 https://ink.library.smu.edu.sg/context/soe_research/article/3382/viewcontent/DIC_Latent_VarMisspecification_av.pdf |
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Institution: | Singapore Management University |
Language: | English |