Deviance Information Criterion

Deviance Information Criterion

Frederic P. Miller, Agnes F. Vandome, John McBrewster

     

бумажная книга



Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1337-2955-1
Объём: 72 страниц
Масса: 129 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The deviance information criterion (DIC) is a hierarchical modeling generalization of the AIC (Akaike information criterion) and BIC (Bayesian information criterion, also known as the Schwarz criterion). It is particularly useful in Bayesian model selection problems where the posterior distributions of the models have been obtained by Markov chain Monte Carlo (MCMC) simulation. Like AIC and BIC it is an asymptotic approximation as the sample size becomes large. It is only valid when the posterior distribution is approximately multivariate normal.

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.