Questions tagged [waic]

WAIC stands for the widely applicable information criterion (or Watanabe-Akaike information criterion). It is used for model selection, particularly in Bayesian settings. A smaller WAIC implies that a model should have lower predictive error.

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Does DIC favor more complicated model?

I'm doing a model selection/comparison based on two criterions - WAIC and DIC. When I consider the WAICs, my model has the smallest WAIC. However, DIC of my model is slightly bigger than DICs of few ...
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getting same AIC (or any other comparison criterion values) even after using different var-cov structures when comparing GLMM models

We are comparing models that are GLMM , in which for each one of them the fixed effects are exactly the same, but in the random effects portion, we used different variance-covariance structures (i.e ...
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156 views

Interpret WAIC value

I am trying to figure out how to interpret the WAIC value computed based on two different Bayesian models. Is the value only used for comparing the models, such that the predictive capabilities of the ...
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173 views

Variable selection with bayesian linear mixed models (the brms package)

I am fitting a bayesian linear mixed model in R with 6 variables and 2 random effects. Inclusion of all 6 variables is motivated by a well-founded hypothesis. Does it make sense to do variable ...
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148 views

WAIC for model comparisons--overly conservative?

I'm having a hard time wrapping my head around the relationship between model posterior predictions and model comparisons via WAIC. Specifically, how do I interpret findings where a model including ...
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305 views

Bayes factors and predictive accuracy in model comparison in rstan / brms

Despite reading up on the subject, I can't wrap my head round it, so the question remains on shaky grounds, and responses along the lines of "read chapter x" are very welcome. What I'm doing is I'm ...
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1k views

How to calculate WAIC from a JAGS model, and fix p_waic issue?

I am running a logistic regression type model in JAGS, and I noticed that I was getting different DIC scores (more than just a few points difference) between runs of the same model. I have a suspicion ...
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509 views

DIC, WAIC in JAGS

I have a Bayesian Hierarchical model using JAGS. In order to find the best model, I have compared the DIC of two models but It's not reliable. So, I decided to calculate WAIC from JAGS. However I have ...
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Can WAIC be used to compare Bayesian linear regression models with different likelihoods?

I would like to use WAIC to help with model selection, where the models are simple linear regressions with Bayesian inference, non-flat priors and MCMC estimation. I am currently considering two such ...
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100 views

Scaling WAIC for Multiple Endogenous Response Variables

I'm trying to think about WAIC under a multivariate model scenario. Suppose I have one model composed of two relationships: y1 ~ x y2 ~ y1 This is one model. Now,...
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Warnings during WAIC computation: how to proceed?

I am computing the WAIC (widely applicable or Watanabe-Akaike information criterion) using the waic() function from the 'loo' ...