Hi All, This question might reveal my limited knowledge of Bayesian estimation, but I am having difficulty figuring out how to perform basic Bayesian model selection in Turing. The documentation for MCMCChains.jl has a short section on DIC, which I’m not very familiar with. How does one calculate B…

@ANasc , just a quick status update: DIC was added to a new repo called ModelComparisons, along with BIC and AIC. This repo also has WAIC and PSILOO. It will take a few days for registration to be approved. I will also submit a change to MCMCChains so that you can calculate DIC directly from a Chain …

Bayesian Model Selection

Specific Domains Statistics

ANasc February 25, 2021, 3:37pm 8

@Christopher_Fisher Thanks for working on this, I really appreciate it.

Bayesian model comparison / selection

Topic		Replies	Views
WAIC, or LOO etc in Turing? Probabilistic Programming	11	4504	October 1, 2020
Bayesian model comparison / selection Statistics question , turing , bayesian-inference	3	1241	May 3, 2022
Bayes Testing Statistics question , package	27	1868	May 12, 2021
New Bayesian Statistics tutorials with Turing Probabilistic Programming turing	25	4618	July 15, 2022
Parameter Fitting in Turing Probabilistic Programming turing	15	1436	October 12, 2022

Bayesian Model Selection

Related topics