在多层模型中比较DIC和WAIC,缺少数据
Han Du1, Brian Keller2, Egamaria Alacam3
1Department of Psychology, UCLA, Los Angeles, CA, 90095, USA. hdu@psych.ucla.edu.
Behavior research methods
|October 20, 2023
概括
使用偏差信息标准 (DIC) 和Watanabe-Akaike信息标准 (WAIC) 的贝叶斯模型评估进行了比较. 基于边际概率的DIC显示了最高的真实模型选择率,特别是在缺少数据的情况下.
科学领域:
- 贝叶斯统计学 贝叶斯统计学
- 统计建模 统计建模
背景情况:
- 偏差信息标准 (DIC) 和瓦塔纳贝-艾克信息标准 (WAIC) 是贝叶斯模型的关键评估工具.
- 对比不同版本的DIC和WAIC对于准确的统计推断至关重要.
研究的目的:
- 为了比较条件和边际DIC和WAIC的性能.
- 调查缺少数据对这些标准的影响.
- 评估是否需要包括不完整的外部变量中的麻烦模型.
主要方法:
- 使用多级调解模型进行比较分析.
- 专注于两个版本的DIC (,) 和一个版本的WAIC.
- 模拟数据用于在各种条件下评估性能,包括缺失的数据.
主要成果:
- 在,和WAIC之间的性能比较取决于边际或条件概率的使用.
- 包括外部变量的麻烦模型取决于概率类型.
- 基于边际概率的数学,不包括共变模型,证明了优越的真实模型选择率.
结论:
- 基于边际概率的数学是贝叶斯模型选择的强有力的标准,特别是在缺少数据的情况下.
- 条件方法和边际方法之间的选择会影响DIC和WAIC的有效性.
- 在边际概率计算中排除共变量模型可以提高模型选择的准确性.
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