Bayesian Information Criterion

Bayesian Information Criterion (BIC). When a model involving q parameters is fitted to data with n observations, the Bayesian Information criterion is defined as - 2 Lq + q * ln(n), where Lq is the maximized log-likelihood.

Other criteria are Bayesian information criterion (BIC) which uses , minimum description length (MDL) which asymptotically uses but some argue this asymptote is not computed correctly[citation needed], Bonnferroni / RIC which use , ...

See also: Distribution, Knowledge, Pruning, Attribute, Data mining