On the marginal likelihood and crossvalidation
In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior. In contrast, non-Bayesian models are typically compared using cross-validation on held-out data, either through k-fold partit...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Oxford University Press
2020
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