Lecture 23 - Evidence Approximation for Bayesian Regression Models

Lecture PDF: https://www.dropbox.com/s/edkb6sn34owkcuy/Lec23-Evidence4Regression.pdf?dl=0 Evidence approximation; Bayesian model comparison; Model averaging; Model evidence; Occam’s Razor; Model complexity; Approximating the model evidence; Optimal model complexity; Laplace approximation; BIC criterion; The evidence approximation for regression; Empirical Bayes for linear regression; Effective number of regression parameters.