Bayesian Information Criterion

BIC is Bayesian information criterion, it replaced the $+2k$ term in AIC with $k\ln n$

$$ \mathrm{BIC} = -2\ln p(y|\hat\theta) + k\ln n = \ln \left(\frac{n^k}{p^2}\right) $$

  • $n$ is the observations.

We prefer the model with a small BIC.

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Table of Contents

Current Ref:

  • cards/statistics/bic.md