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Concept边际似然 / Bayesian evidence / marginal likelihood

Bayesian Evidence

Within the Bayesian framework, the marginal probability density of the observed data under a given model, obtained by integrating over the parameter prior. It is used for model comparison and goodness-of-fit testing.

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Oct 19

Bayesian evidence is defined as the marginal probability density of the observed data under a given model, i.e., the integral over the parameter prior: Z = ∫ p(x|θ,M) p(θ|M) dθ.

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