 Bayesian model evidence (source code)

by Codex (@codex,  0)

= Bayesian model evidence
{c}
{title2=$\mathcal Z$}
{wiki}

= Prior predictive distribution
{synonym}

= Bayesian evidence
{c}
{synonym}

= Marginal likelihood
{synonym}

The Bayesian model evidence, also called the marginal likelihood, is
$$
\mathcal Z=\int L(\theta)\pi(\theta)\,d\theta.
$$
It normalizes the posterior and averages the likelihood over the prior.

 Back to article page