Bayesian Measures of Model Complexity and Fit

DOI10.1111/1467-9868.00353zbMath1067.62010OpenAlexW2057765075WikidataQ56532420 ScholiaQ56532420MaRDI QIDQ4672150

David J. Spiegelhalter, Angelika van der Linde, Nicola G. Best, Bradley P. Carlin

Publication date: 29 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00353

zbMATH Keywords

Markov chain Monte Carlo methods leverage hierarchical models Bayesian model comparison deviance information criterion effective number of parameters model dimension

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)

Related Items (only showing first 100 items - show all)

Restricted covariance priors with applications in spatial statistics ⋮ A spatial model for multivariate lattice data ⋮ Time-varying extreme pattern with dynamic models ⋮ A Markov-switching model for heat waves ⋮ Non-parametric regression on compositional covariates using Bayesian P-splines ⋮ A semiparametric Bayesian model for multiple monotonically increasing count sequences ⋮ Bayesian analysis of simulation-based models ⋮ How direct competition shapes coexistence and vaccine effects in multi-strain pathogen systems ⋮ Model choice using the deviance information criterion for latent conditional individual-level models of infectious disease spread ⋮ Bayesian state space models for dynamic genetic network construction across multiple tissues ⋮ Latent spatial models and sampling design for landscape genetics ⋮ AIC for the Lasso in generalized linear models ⋮ Accommodating heterogeneity and nonlinearity in price effects for predicting brand sales and profits ⋮ Bayesian approaches for analyzing earthquake catastrophic risk ⋮ Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems ⋮ Mixed beta regression: a Bayesian perspective ⋮ The Bayesian restricted Conway-Maxwell-binomial model to control dispersion in count data ⋮ Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems ⋮ The role of Bayesian philosophy within Bayesian model selection ⋮ On dynamic generalized linear models with applications ⋮ Seeking a balance between the statistical and scientific elements in psychometrics ⋮ A hierarchical modeling approach to data analysis and study design in a multi-site experimental fMRI study ⋮ Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution ⋮ Bayesian analysis of structural credit risk models with microstructure noises ⋮ Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances ⋮ Model averaging procedure for partially linear single-index models ⋮ Inference in affine shape theory under elliptical models ⋮ Mathematical issues in the inference of causal interactions among multichannel neural signals ⋮ Probabilistic models and uncertainty quantification for the ionization reaction rate of atomic nitrogen ⋮ A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit ⋮ Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences ⋮ A prior predictive loss function for the evaluation of inequality constrained hypotheses ⋮ Conditional Akaike information criterion for generalized linear mixed models ⋮ On generalised asymmetric stochastic volatility models ⋮ Bayesian spatial models with a mixture neighborhood structure ⋮ A Bayesian analysis of the Conway-Maxwell-Poisson cure rate model ⋮ Gaussian component mixtures and CAR models in Bayesian disease mapping ⋮ Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA ⋮ Investigating international new product diffusion speed: A semiparametric approach ⋮ Meta-analysis of functional neuroimaging data using Bayesian nonparametric binary regression ⋮ A two-step Bayesian approach for propensity score analysis: simulations and case study ⋮ In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes ⋮ Stochastic volatility in mean models with heavy-tailed distributions ⋮ A criterion-based model comparison statistic for structural equation models with heterogeneous data ⋮ Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model ⋮ A nonlinear regression model with skew-normal errors ⋮ Bayesian inference for a skew-normal IRT model under the centred parameterization ⋮ Hierarchical multilinear models for multiway data ⋮ Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics ⋮ Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions ⋮ Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures ⋮ Reference priors for constrained rate models of count data ⋮ A general latent class model for performance evaluation of diagnostic tests in the absence of a gold standard: an application to Chagas disease ⋮ Monitoring murder crime in Namibia using Bayesian space-time models ⋮ Spatially varying SAR models and Bayesian inference for high-resolution lattice data ⋮ Permissible boundary prior function as a virtually proper prior density ⋮ Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures ⋮ Bayesian skew-probit regression for binary response data ⋮ Bayesian modeling of bacterial growth for multiple populations ⋮ A Bayesian approach for predicting the popularity of tweets ⋮ Inferring upon heterogeneous associations in dairy cattle performance using a bivariate hierarchical model ⋮ Bayesian 2-stage space-time mixture modeling with spatial misalignment of the exposure in small area health data ⋮ A zero-inflated spatial gamma process model with applications to disease mapping ⋮ Ecological prediction with nonlinear multivariate time-frequency functional data models ⋮ A spatio-temporal dynamic regression model for extreme wind speeds ⋮ The choice of sample size for mortality forecasting: a Bayesian learning approach ⋮ A new Bayesian approach for determining the number of components in a finite mixture ⋮ Change-point model selection via AIC ⋮ Bayesian quantile regression for ordinal models ⋮ Flexible Bayesian survival modeling with semiparametric time-dependent and shape-restricted covariate effects ⋮ Bayesian registration of functions and curves ⋮ Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC ⋮ Model selection in the presence of nonstationarity ⋮ Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement ⋮ Drawing conclusions from choice response time models: a tutorial using the linear ballistic accumulator ⋮ A robust multivariate measurement error model with skew-normal/independent distributions and Bayesian MCMC implementation ⋮ Dynamic association modeling in \(2\times 2\) contingency tables ⋮ Modeling rule-based item generation ⋮ A dynamic Bayesian nonlinear mixed-effects model of HIV response incorporating medication adherence, drug resistance and covariates ⋮ Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption ⋮ High-dimensional order-free multivariate spatial disease mapping ⋮ Robustness against outliers: A new variance inflated regression model for proportions ⋮ Overfitting Bayesian mixtures of factor analyzers with an unknown number of components ⋮ Bayesian beta regression for bounded responses with unknown supports ⋮ Bayesian dynamic regression models for interval censored survival data with application to children dental health ⋮ Smoothing Population Size Estimates for Time-Stratified Mark-Recapture Experiments Using Bayesian P-Splines ⋮ Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models ⋮ A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model ⋮ Latent Space Modeling of Multidimensional Networks with Application to the Exchange of Votes in Eurovision Song Contest ⋮ Model selection in linear mixed models ⋮ On the use of non-linear transformations in stochastic volatility models ⋮ Bayesian scanning of spatial disease rates with integrated nested Laplace approximation (INLA) ⋮ The Poisson-inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics ⋮ Understanding predictive information criteria for Bayesian models ⋮ A joint-modeling approach to assess the impact of biomarker variability on the risk of developing clinical outcome ⋮ Modeling individual migraine severity with autoregressive ordered probit models ⋮ Space-time smoothing of complex survey data: small area estimation for child mortality ⋮ Correcting for measurement error in latent variables used as predictors ⋮ BFLCRM: a Bayesian functional linear Cox regression model for predicting time to conversion to Alzheimer's disease ⋮ On leverage in a stochastic volatility model

Cites Work

This page was built for publication: Bayesian Measures of Model Complexity and Fit