Definition: Model evidence
Index:
The Book of Statistical Proofs ▷
Model Selection ▷
Bayesian model selection ▷
Model evidence ▷
Definition
Sources:
Metadata: ID: D179 | shortcut: me | author: JoramSoch | date: 2022-10-20, 09:43.
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:
\[\label{eq:ME} \mathrm{ME}(m) = p(y|m) \; .\]- Penny WD (2012): "Comparing Dynamic Causal Models using AIC, BIC and Free Energy"; in: NeuroImage, vol. 59, iss. 2, pp. 319-330, eq. 15; URL: https://www.sciencedirect.com/science/article/pii/S1053811911008160; DOI: 10.1016/j.neuroimage.2011.07.039.
Metadata: ID: D179 | shortcut: me | author: JoramSoch | date: 2022-10-20, 09:43.