Bayesian information criterion

(1.2 hours to learn)

Summary

The Bayesian information criterion (BIC) is a rough approximation to the marginal likelihood, based on the asymptotic behavior of the Laplace approximation as more data is observed.

Context

This concept has the prerequisites:

Goals

  • Know the formula for the BIC
  • Derive the formula in terms of the Laplace approximation

Core resources (read/watch one of the following)

-Free-

The Bayesian Information Criterion
Author: Joseph Cavanaugh

Supplemental resources (the following are optional, but you may find them useful)

-Paid-

See also