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
Bayesian model comparison / selection Statistics question , turing , bayesian-inference	3	1180	May 3, 2022
WAIC, or LOO etc in Turing? Probabilistic programming	11	4448	October 1, 2020
Custom Models For Bayesian Inference Probabilistic programming	4	362	December 5, 2023
Debugging and Visualizing High Dimensional Models (Turing/MCMCChains) Probabilistic programming	11	2221	January 25, 2021
How to obtain log likelihoods from turing model Modelling & Simulations question , turing	4	918	October 14, 2022

Bayesian Model Selection

Related topics