Fast Computation of the Deviance Information Criterion for Latent Variable Models
Chan, Chi Chun (Joshua); Grant, Angelia
The deviance information criterion (DIC) has been widely used for Bayesian model comparison. However, recent studies have cautioned against the use of certain variants of the DIC for comparing latent variable models. For example, it has been argued that the conditional DIC-based on the conditional likelihood obtained by conditioning on the latent variables-is sensitive to transformations of latent variables and distributions. Further, in a Monte Carlo study that compares various Poisson models,...[Show more]
|Collections||ANU Research Publications|
|Source:||Computational Statistics and Data Analysis|
|01_Chan_Fast_Computation_of_the_2014.pdf||3.1 MB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.
Updated: 17 November 2022/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator