Definition: Log model evidence
Index: The Book of Statistical Proofs ▷ Model Selection ▷ Bayesian model selection ▷ Model evidence ▷ Log model evidence
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Metadata: ID: D26 | shortcut: lme | author: JoramSoch | date: 2020-02-25, 12:56.
Definition: Let $m$ be a full probability model with likelihood function $p(y \vert \theta, m)$ and prior distribution $p(\theta \vert m)$. Then, the log model evidence (LME) of $m$ is defined as the logarithm of the marginal likelihood of this model:
\[\label{eq:LME} \mathrm{LME}(m) = \log p(y|m) \; .\]- Soch J, Allefeld C (2018): "MACS – a new SPM toolbox for model assessment, comparison and selection"; in: Journal of Neuroscience Methods, vol. 306, pp. 19-31, eq. 13; URL: https://www.sciencedirect.com/science/article/pii/S0165027018301468; DOI: 10.1016/j.jneumeth.2018.05.017.
Metadata: ID: D26 | shortcut: lme | author: JoramSoch | date: 2020-02-25, 12:56.