A one-step-ahead pseudo-DIC for comparison of Bayesian state-space models

R B Millar1, S McKechnie

  • 1Department of Statistics, University of Auckland Private Bag 92019, Auckland, New Zealand.

Biometrics
|November 6, 2014
PubMed
Summary

A new metric, one-step-ahead Deviance Information Criterion (DICp), effectively selects between complex Bayesian state-space models. DICp outperforms conventional DIC in ecological modeling, avoiding misleading results from model mis-specification.

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