In last February Wayne E Thogmartin queried regarding his
observation that DIC seems to lead to overfitted models. In
his synopsis of responses there was also my response which
included following comment
> Furthermore, when comparing several models (e.g., in covariate
> selection) there is problem of selection induced bias.
We (me and Jouko Lampinen) have finally finished writing a research
report discussing this problem in detail and we demonstrate the
problem also with DIC. I thought participants of this forum might
be interested in this report, which is available from
<http://www.lce.hut.fi/publications/pdf/VehtariLampinen_B38.pdf>.
Cheers,
Aki Vehtari, Dr.Tech.
Helsinki University of Technology
Lab. of Computational Engineering
<http://www.lce.hut.fi/~ave/>
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