Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’
作者机构:Statistics DepartmentUniversity of Nebraska-Lincoln LincolnNEUSA
出 版 物:《Statistical Theory and Related Fields》 (统计理论及其应用(英文))
年 卷 期:2019年第3卷第1期
页 面:26-29页
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题:estimation. Criterion parameter
摘 要:*** The authors have the basis for a reformulation of the BIC as we think of it *** problem is both hard and *** particular,to address it,the authors have put six incisive ideas in *** first is the separation of parameters that are common across models versus those that aren’*** second is the use of an orthogonal(why not orthonormal?)transformation of the Fisher information matrix to get diagonal entries di that summarise the parameter-by-parameter efficiency of *** third is using Laplace’s method only on the likelihood,i.e.