Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
评价层级贝叶斯与经验贝叶斯模型的贝叶斯预测信息准则
The problem of evaluating the goodness of the predictive distributions of hierarchical Bayesian and empirical Bayes models is investigated. A Bayesian predictive information criterion is proposed as an estimator of the posterior mean of the expected loglikelihood of the predictive distribution when the specified family of probability distributions does not contain the true distribution. The proposed criterion is developed by correcting the asymptotic bias of the posterior…