Statistical Modeling & Regression · Bayesian Statistics

Evaluation of model fit and model selection in Bayesian statistics

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Advanced Bayesian Statistics · Epistemology and Predictive Inference

Overview

Topics covered

  • Introduction
  • Evaluation of Adjustment and Model Selection
  • Philosophy of Model Adequacy and Selection
  • Epistemological perspective and taxonomy M-paradigms
  • The -closed (M-closed) Scenario
  • Scenario -complete (M-complete)

Related concepts

Main connections

  • Bayes' theorem & priors
  • Maximum likelihood estimation
  • Variance & standard deviation
  • Calculus & differentiation
  • Mean & expected value
  • Overfitting & cross-validation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

ℙ(Mi∣y)=p(y∣Mi)ℙ(Mi)∑j=1kp(y∣Mj)ℙ(Mj).
View LaTeX source\mathbb{P}(M_i \mid y) = \frac{p(y \mid M_i)\mathbb{P}(M_i)}{\sum_{j=1}^k p(y \mid M_j)\mathbb{P}(M_j)}.