Spiegelhalter, David J.; Best, Nicola G.; Carlin, Bradley P. - In: Journal of the Royal Statistical Society Series B 64 (2002) 4, pp. 583-639
We consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined. Using an information theoretic argument we derive a measure "p"<sub>"D"</sub> for the effective number of parameters in a model as the difference between the posterior mean of the...