Chris

Chris

Associate Research Scientist at Columbia University Irving Medical Center.

How to calculate WBIC with Stan

less than 1 minute read

Published:

In Bayesian statistics, model comparison ideally is based on Bayes factors. However, these are not always easy to compute. For this reason, approximate measures have been developed. One of these measures is the WBIC, which has is similar to the BIC, but is not merely based on a point estimate and is valid for a larger class of models. In this post, I show how to compute WBIC with a Stan model.

The post is hosted on my tbz533 blog

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