Would anyone advise what ‘i-esim’ information criterion means?
As I read PyMC3 document on model averaging, I encountered this unfamiliar term. (https://docs.pymc.io/notebooks/model_averaging.html#Pseudo-Bayesian-model-averaging)
The sentence is under the formula of the link above.
Where dICidICi is the difference between the i-esim information criterion value and the lowest one. Remember that the lowest the value of the IC, the better. We can use any information criterion we want to compute a set of weights, but, of course, we cannot mix them.
Thank you,
Shawn