Fast Computation of the Deviance Information Criterion for Latent Variable Models
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]
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