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Posterior Averaging Information Criterion
We propose a new model selection method, named the posterior averaging information criterion, for Bayesian model assessment to minimize the risk of predicting independent future observations. The theoretical foundation is built on the Kullback–Leibler divergence to quantify the similarity between th...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10047922/ https://www.ncbi.nlm.nih.gov/pubmed/36981356 http://dx.doi.org/10.3390/e25030468 |