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Fast Computation of the Deviance Information Criterion for Latent Variable Models

Chan, Chi Chun (Joshua); Grant, Angelia

Description

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]

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
URI: http://hdl.handle.net/1885/38906
Source: Computational Statistics and Data Analysis
DOI: 10.1016/j.csda.2014.07.018

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