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

Definition: Let $m$ be a generative model with likelihood function $p(y \vert \theta, m)$ and prior distribution $p(\theta \vert m)$. Then, the model evidence (ME) of $m$ is defined as the marginal likelihood of this model:

\[\label{eq:ME} \mathrm{ME}(m) = p(y|m) \; .\]

Metadata: ID: D179 | shortcut: me | author: JoramSoch | date: 2022-10-20, 09:43.