Dr Mircea Zloteanu 🌼🐝

#statstab #103 On the marginal likelihood and cross-validation

Thoughts: Can't say I can follow much of this, so I'll open it up to the #bayesian community for input. Seems important though.

#stats #bayes #likelihood #evidence #crossvalidation

https://doi.org/10.1093/biomet/asz077

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

OUP Academic
May 29, 2024 at 5:24pmTusky