Understanding predictive information criteria for Bayesian models
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Abstract: We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a biascorrected adjustment of within-sample error. We focus on the choices involved in setting up these measures, and we compare them in three simple examples, one theoretical and two applied. The contribution of this review is to put all these information criteria into a Bayesian predictive context and to better understand, through small examples, how these methods can apply in practice.
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Cited in
(only showing first 100 items - show all)- Bayesian beta regression for bounded responses with unknown supports
- Using stacking to average Bayesian predictive distributions (with discussion)
- Model selection via Bayesian information capacity designs for generalised linear models
- Model-based simultaneous clustering and ordination of multivariate abundance data in ecology
- Bayesian inference for conditional copulas using Gaussian process single index models
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- A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution
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- A latent space model for multilayer network data
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- BAGEL: a Bayesian graphical model for inferring drug effect longitudinally on depression in people with HIV
- A flexible Bayesian framework to estimate age- and cause-specific child mortality over time from sample registration data
- Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas
- Efficient particle smoothing for Bayesian inference in dynamic survival models
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- Bayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorial
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- Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions
- Bayesian inference and model comparison for metallic fatigue data
- A semiparametric Bayesian joint model for multiple mixed-type outcomes: an application to acute myocardial infarction
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- Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
- Bayesian Multi-Faceted TRI Models for Measuring Professor's Performance in the Classroom
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- A Bayesian Spatial Analysis of the Heterogeneity in Human Mobility Changes During the First Wave of the COVID-19 Epidemic in the United States
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- Variable selection for Bayesian survival models using Bregman divergence measure
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- Online Bayesian learning for mixtures of spatial spline regressions with mixed effects
- Dependent Modeling of Temporal Sequences of Random Partitions
- Bayesian hierarchical joint modeling using skew-normal/independent distributions
- On the choice of the mesh for the analysis of geostatistical data using R-INLA
- Bayesian analyses of an exponential-Poisson and related zero augmented type models
- Analysis of Prescription Drug Utilization with Beta Regression Models
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