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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Vydané v:	Biometrika Ročník 107; číslo 2; s. 489 - 496
Hlavní autori:	Fong, E, Holmes, C C
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Oxford University Press 01.06.2020
Predmet:	cross-validation Prequential scoring Marginal likelihood
ISSN:	0006-3444, 1464-3510
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