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Nov 15, 2016 at 8:49 comment added Aki Vehtari In addition of reference Gelman et al. Understanding predictive information criteria for Bayesian models see also more recent paper Aki Vehtari, Andrew Gelman and Jonah Gabry (2016). Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. In Statistics and Computing, doi:10.1007/s11222-016-9696-4. arXiv preprint arXiv:1507.04544. arxiv.org/abs/1507.04544 This paper demonstrates also that reliable cross-validation can be computed in negligible time for many models.
Feb 22, 2014 at 21:59 history edited David J. Harris CC BY-SA 3.0
clarify AIC-like criteria
Feb 22, 2014 at 21:51 history edited David J. Harris CC BY-SA 3.0
formatting, minor DIC clarification, AICc.
Feb 17, 2014 at 23:01 history edited David J. Harris CC BY-SA 3.0
mention the other ICs
Feb 17, 2014 at 22:07 history edited David J. Harris CC BY-SA 3.0
clarify AIC-like criteria
Feb 17, 2014 at 3:34 history edited David J. Harris CC BY-SA 3.0
clarify DIC penalty
Feb 17, 2014 at 3:27 history edited David J. Harris CC BY-SA 3.0
clarify Gaussianity
Feb 17, 2014 at 3:07 history edited David J. Harris CC BY-SA 3.0
interchangeableness
Feb 17, 2014 at 2:59 history edited David J. Harris CC BY-SA 3.0
Added Gelman et al. material
Feb 17, 2014 at 2:29 history answered David J. Harris CC BY-SA 3.0