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dicpage
2007 Apr 03
1
Calculating DIC from MCMC output
Greetings all,
I'm a newcomer to Bayesian stats, and I'm trying to calculate the
Deviance Information Criterion "by hand" from some MCMC output.
However, having consulted several sources, I am left confused as to
the exact terms to use. The most common formula can be written as
DIC = 2*Mean(Deviance over the whole sampled posterior distribution)
- Deviance(Mean