A one-step-ahead pseudo-DIC for comparison of Bayesian state-space models.

@article{Millar2014AOP,
  title={A one-step-ahead pseudo-DIC for comparison of Bayesian state-space models.},
  author={Russell B. Millar and Sam McKechnie},
  journal={Biometrics},
  year={2014},
  volume={70 4},
  pages={972-80}
}
In the context of state-space modeling, conventional usage of the deviance information criterion (DIC) evaluates the ability of the model to predict an observation at time t given the underlying state at time t. Motivated by the failure of conventional DIC to clearly choose between competing multivariate nonlinear Bayesian state-space models for coho salmon… CONTINUE READING