Bayesian information criterion

Summary

In statistics, the Bayesian information criterion (BIC) or Schwarz information criterion (also SIC, SBC, SBIC) is a criterion for model selection among a finite set of models; models with lower BIC are generally preferred. It is based, in part, on the likelihood function and it is closely related to the Akaike information criterion (AIC). When fitting models, it is possible to increase the maximum likelihood by adding parameters, but doing so may result in overfitting. Both BIC and AIC attempt to resolve this problem by introducing a penalty term for the number of parameters in the model; the penalty term is larger in BIC than in AIC for sample sizes greater than 7. The BIC was developed by Gideon E. Schwarz and published in a 1978 paper, where he gave a Bayesian argument for adopting it. Definition The BIC is formally defined as : \mathrm{BIC} = k\ln(n) - 2\ln(\widehat L). \ where *\hat L = the maximized value of the likelihood function of t

Official source

https://en.wikipedia.org/wiki/Bayesian_information_criterion

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