Index: The Book of Statistical ProofsModel Selection ▷ Bayesian model selection ▷ Family evidence ▷ Definition

Definition: Let $f$ be a family of $M$ generative models $m_1, \ldots, m_M$, such that the following statement holds true:

\[\label{eq:fam} f \Leftrightarrow m_1 \vee \ldots \vee m_M \; .\]

Then, the family evidence (FE) of $f$ is defined as the marginal probability relative to the model evidences $p(y \vert m_i)$, conditional only on $f$:

\[\label{eq:fe} \mathrm{FE}(f) = p(y|f) \; .\]

Metadata: ID: D180 | shortcut: fe | author: JoramSoch | date: 2022-10-20, 09:57.