On the marginal likelihood and cross-validation

Summary 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 $k$-f...

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Veröffentlicht in:	Biometrika 2020-06, Vol.107 (2), p.489-496
Hauptverfasser:	Fong, E, Holmes, C C
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayesian analysis Mathematical models Statistical analysis Test sets
Online-Zugang:	Volltext
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