Penalized loss functions for Bayesian model comparison
نویسندگان
چکیده
منابع مشابه
Penalized loss functions for Bayesian model comparison.
The deviance information criterion (DIC) is widely used for Bayesian model comparison, despite the lack of a clear theoretical foundation. DIC is shown to be an approximation to a penalized loss function based on the deviance, with a penalty derived from a cross-validation argument. This approximation is valid only when the effective number of parameters in the model is much smaller than the nu...
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ژورنال
عنوان ژورنال: Biostatistics
سال: 2008
ISSN: 1468-4357,1465-4644
DOI: 10.1093/biostatistics/kxm049