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Comparing the DIC

Posted: Tue Aug 21, 2012 7:58 am
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.

Re: Comparing the DIC

Posted: Tue Aug 21, 2012 2:41 pm
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.

Re: Comparing the DIC

Posted: Tue Aug 21, 2012 3:07 pm
by cazlo
Great. Thanks, Chris.