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

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Bayesian Model Selection

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