Friday, December 05, 2008
DIC and mixture model references
They proposed 8 DIC alternatives in missing data analysis (Celeux, et al, 2003)
http://www.ceremade.dauphine.fr/~xian/cfrt05.pdf
"DeIorio and Robert
(2002) described some possible inconsistencies in the definition of a DIC for
mixture models, while Richardson (2002) presented an alternative notion of
DIC, again in the context of mixture models."
DIC in Mixture likelihood has been discussed in Spiegelhalter (2002), but mixture likelihood can be treated as missing data problem, so the 8 DIC alternatives can be used ( Celeux, et al, 2003).
a nice review is here, titled Bayesian Model Comparison: Review and Discussion
http://www.stat.auckland.ac.nz/~iase/publications/13/Alston-Kuhnert-Low_Choy-McVinish-Mengersen.pdf
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