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A marginal likelihood is a likelihood function that has been integrated over the parameter space. In Bayesian statistics, it represents the probability of generating the observed sample for all possible values of the parameters; it can be understood as the probability of the model itself and is therefore often referred to as model evidence or simply…
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marginal likelihood bayesian model probability displaystyle parameters data theta statistics parameter comparison function posterior distribution context prior space simply also
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Marginal likelihood | is a | likelihood function that has been integrated over the parameter space | 0.90 | text |
| Marginal likelihood | is a | normalizing constant of the Bayesian posterior density p | 0.90 | text |
| Gaussian integration or a Monte Carlo method | instance of | either a general method | 0.80 | text |
| or a method specialized to statistical problems such as the Laplace approximation | instance of | either a general method | 0.80 | text |
| Gibbs/Metropolis sampling | instance of | either a general method | 0.80 | text |
| or the EM algorithm.It is also possible to apply the above considerations to a single random variable | instance of | either a general method | 0.80 | text |
| Marginal likelihood | related to Bayesian model comparison | In Bayesian | 0.60 | section |
| Marginal likelihood | related to Bayesian model comparison | In | 0.60 | section |
| Marginal likelihood | related to Bayesian model comparison | Writing | 0.60 | section |
| Marginal likelihood | related to Bayesian model comparison | It | 0.60 | section |
| Marginal likelihood | related to Bayesian model comparison | This | 0.60 | section |
| Marginal likelihood | related to Bayesian model comparison | M1 | 0.60 | section |
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