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Model selection and balanced complexity: AIC, BIC, DIC and beyond

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posted on 2013-09-05, 21:32 authored by Francisco Rodriguez-SanchezFrancisco Rodriguez-Sanchez

Some notes on statistical model selection and comparison, balanced model complexity and predictive accuracy. An overview of different information criteria (AIC, BIC, DIC, WAIC) and cross validation. Mostly taken from Gelman et al.'s recent paper:

Slides made directly from R using slidify ( Source code available at