Fast computation of the deviance information criterion for latent variable models

DOI10.1016/J.CSDA.2014.07.018zbMath1466.62039OpenAlexW2093424632MaRDI QIDQ1659173

Joshua C. C. Chan, Angelia L. Grant

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/118199

zbMATH Keywords

semiparametric modelstate spacefactor modelvector autoregressionBayesian model comparison

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items (12)

The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises ⋮ Deviance information criterion for latent variable models and misspecified models ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Dynamic correlation multivariate stochastic volatility with latent factors ⋮ Bayesian model selection for multilevel mediation models ⋮ Comparing stochastic volatility specifications for large Bayesian VARs ⋮ Large Hybrid Time-Varying Parameter VARs ⋮ Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine ⋮ Comparing hybrid time-varying parameter VARs ⋮ Bayesian model selection for longitudinal count data ⋮ Specification tests for time-varying parameter models with stochastic volatility ⋮ Bayesian model assessment for jointly modeling multidimensional response data with application to computerized testing

Uses Software

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