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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Bibliographic Details
Main Authors: LI, Yong, Jun YU, ZENG, Tao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
AIC
DIC
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
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