Comparing the DIC

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cazlo
Posts: 19
Joined: Mon May 23, 2011 6:20 pm

Comparing the DIC

Post by cazlo »

Hi,

I am currently running gradually more complex models using MCMC and comparing the DIC to see whether there is an improvement. I have a very simple question about this. If the preceding model, with which I am comparing, was run for 150,000 iterations, but the following models are only run for 50,000 iterations, are they comparable, or do I need to set all the models up to run for exactly the same number of iterations?

Thanks.
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ChrisCharlton
Posts: 1384
Joined: Mon Oct 19, 2009 10:34 am

Re: Comparing the DIC

Post by ChrisCharlton »

As long as the chains have converged to a stable distribution I believe that the DIC should be comparable. You can find more information on how the DIC is calculated in section 2.2 of the MCMC manual.
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cazlo
Posts: 19
Joined: Mon May 23, 2011 6:20 pm

Re: Comparing the DIC

Post by cazlo »

Great. Thanks, Chris.
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