Schwarz Criterion
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Schwarz Criterion
The Schwarz Criterion is an index to help quantify and choose the least complex probability model among multiple options. Also called the Bayesian Information Criterion (BIC), this approach ignores the prior probability and instead compares the efficiencies of different models at predicting outcomes. That efficiency is measured by creating an index of each model’s parameters using a likelihood function, and then applying a penalizing function for models with more parameters.
Contributeurs: Claire Gorjux, wiki
