Skip Navigation



Biostatistics Advance Access published online on January 21, 2008
Biostatistics, doi:10.1093/biostatistics/kxm049
This Article
Right arrow Full Text
Right arrow Full Text (PDF)
Right arrow All Versions of this Article:
9/3/523    most recent
kxm049v1
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Similar articles in PubMed
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Right arrow Disclaimer
Google Scholar
Right arrow Articles by Plummer, M.
Right arrow Search for Related Content
PubMed
Right arrow PubMed Citation
Right arrow Articles by Plummer, M.
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

© The Author 2008. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org.

Penalized loss functions for Bayesian model comparison

Martyn Plummer

International Agency for Research on Cancer, 150 Cours Albert Thomas, 69372 Lyon Cedex 08, France

plummer{at}iarc.fr

The deviance information criterion (DIC) is widely used for Bayesian model comparison, despite the lack of a clear theoretical foundation. DIC is shown to be an approximation to a penalized loss function based on the deviance, with a penalty derived from a cross-validation argument. This approximation is valid only when the effective number of parameters in the model is much smaller than the number of independent observations. In disease mapping, a typical application of DIC, this assumption does not hold and DIC under-penalizes more complex models. Another deviance-based loss function, derived from the same decision-theoretic framework, is applied to mixture models, which have previously been considered an unsuitable application for DIC

Keywords: Bayesian model comparison; Deviance information criterion; Disease mapping; Markov chain Monte Carlo methods; Mixture models

Received June 15, 2007; revised November 12, 2007; accepted for publication November 20, 2007.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 BiostatisticsHome page
A. Riebler and L. Held
The analysis of heterogeneous time trends in multivariate age-period-cohort models
Biostat., October 13, 2009; (2009) kxp037v1.
[Abstract] [Full Text] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.