Bayesian model comparison: Log scores and DIC

Milovan Krnjajić and David Draper

Statistics & Probability Letters, 2014, vol. 88, issue C, 9-14

Abstract: We investigate Bayesian approaches to answering the frequently-arising model-specification question (Q:) Is model Mj better than Mj′? We contrast two Bayesian model-comparison methods–log scores and DIC–on their ability to correctly discriminate between fixed-effects Poisson (FEP) and random-effects Poisson (REP) sampling models.

Keywords: Bayesian model discrimination; Calibration; Cross-validation log score; DIC; Full-sample log score; Prediction (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.01.023

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