Use BIC or AIC as approximation for Bayesian Model Averaging
Posted by user3165675, at stats.stackexchange.com,
I want to compare "real" Bayesian Model Averaging (BMA) performed with the EM algorithm and information-criterion based BMA. …
The Bayesian information criterion: background, derivation, and applications
Overview of attention for article published in Wiley Interdisciplinary Reviews: Computational Statistics, December 2011
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