Positive marginal log-likelihood

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Prez Jarzebowski

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Mar 15, 2021, 4:24:16 PM3/15/21
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Dear all,

I am confused by positive values for marginal log-likelihood produced by some models. Am I wrong to assume these correspond to 0-1 values of likelihood so the log-likelihood should be negative? INLA Gitbook by Virgilio Gómez-Rubio gives examples of models with positive marginal log-likelihood, e.g. in 3.3.10 Seasonal random effects

I noticed models with positive log-likelihood give a negative DIC. Can DIC still be used the same way to compare the models with opposite DIC signs? 

Please forgive me these basic questions but I'm new to INLA.

Kind regards,
Prez



INLA help

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Mar 15, 2021, 4:25:53 PM3/15/21
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Its log marginal likelihood, yes. 

Haavard Rue
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Finn Lindgren

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Mar 15, 2021, 4:27:55 PM3/15/21
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The log-likelihood can be positive for continuous outcomes; the 3.3.10 example has a Gaussian conditional distribution as the observation likelihood.

Finn

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Przemek Jarzębowski

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Mar 15, 2021, 4:34:34 PM3/15/21
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My confusion cleared, thank you both for the answer!
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Przemek Jarzębowski
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