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MCDMInformation-theoretic criterion

Bejzijanski informacioni kriterijum (BIC)

Bejzijanski informacioni kriterijum (BIC) je kriterijum za selekciju modela iz teorije informacija koji aproksimira Bejzijanovo poređenje modela. Uveo ga je Gideon Švarc 1978. godine, BIC strože penalizuje složenost modela nego AIC, koristeći kaznu zavisnu od veličine uzorka, što ga čini posebno pogodnim za identifikaciju prave osnovne strukture modela.

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Izvori

  1. Schwarz, G. (1978). Estimating the dimension of a model. Annals of Statistics, 6(2), 461-464. DOI: 10.1214/aos/1176344136
  2. Burnham, K. P., & Anderson, D. R. (2002). Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach (2nd ed.). New York: Springer. DOI: 10.2307/3802723
  3. Kass, R. E., & Raftery, A. E. (1995). Bayes factors. Journal of the American Statistical Association, 90(430), 773-795. DOI: 10.1080/01621459.1995.10476572

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Bayesian Information Criterion. ScholarGate. https://scholargate.app/sr/model-evaluation/bayesian-information-criterion

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Citirana u

ScholarGateBayesian Information Criterion (Bayesian Information Criterion). Preuzeto 2026-06-15 sa https://scholargate.app/sr/model-evaluation/bayesian-information-criterion · Skup podataka: https://doi.org/10.5281/zenodo.20539026