Investigation of the widely applicable Bayesian information criterion

Article, Preprint English OPEN
Friel, Nial; McKeone, J. P.; Oates, Chris J.; Pettitt, Anthony;
(2015)
  • Publisher: Springer
  • Related identifiers: doi: 10.1007/s11222-016-9657-y
  • Subject: Marginal likelihood | Widely applicable Bayesian information criterion | Evidence | Statistics - Methodology | Power posteriors | Machine learning | Statistics

The widely applicable Bayesian information criterion (WBIC) is a simple and fast approximation to the model evidence that has received little practical consideration. WBIC uses the fact that the log evidence can be written as an expectation, with respect to a powered po... View more
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