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Model Selection: Bayesian Information Criterion
Book chapter

Model Selection: Bayesian Information Criterion

Joseph E Cavanaugh and A F M Smith
Wiley StatsRef: Statistics Reference Online, pp.1-3
John Wiley & Sons, Ltd
04/14/2014
DOI: 10.1002/9781118445112.stat00247.pub2

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Abstract

This article presents an overview of the Bayesian information criterion (BIC), along with its motivation and some of its asymptotic optimality properties. It also compares and contrasts the criterion to the Akaike information criterion (AIC).
Bayesian Inference Methods and Theory

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