Bayesian Information Criterion

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf statistical criterion
gptkbp:abbreviation gptkb:BIC
gptkbp:alsoKnownAs gptkb:Schwarz_Information_Criterion
gptkbp:appliesTo statistical models
gptkbp:assumes regularity conditions
large sample size
gptkbp:contrastsWith gptkb:Akaike_Information_Criterion
gptkbp:field gptkb:information_theory
gptkb:machine_learning
statistics
econometrics
gptkbp:form BIC = -2 ln(L) + k ln(n)
https://www.w3.org/2000/01/rdf-schema#label Bayesian Information Criterion
gptkbp:introduced gptkb:Gideon_E._Schwarz
gptkbp:introducedIn 1978
gptkbp:location k is the number of parameters
n is the number of data points
L is the maximized value of the likelihood function
gptkbp:minimizedFor best model selection
gptkbp:penalty model complexity
gptkbp:usedFor model selection
gptkbp:bfsParent gptkb:Gaussian_mixture_models
gptkbp:bfsLayer 6