Understanding predictive information criteria for Bayesian models

DOI10.1007/s11222-013-9416-2zbMath1332.62090arXiv1307.5928OpenAlexW2130902307WikidataQ61703750 ScholiaQ61703750MaRDI QIDQ260993

Jessica Hwang, Andrew Gelman, Aki Vehtari

Publication date: 22 March 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5928

zbMATH Keywords

prediction Bayes cross-validation AIC DIC WAIC

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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