Bayesian Evidence and Model Selection [CL]

http://arxiv.org/abs/1411.3013


In this paper we review the concept of the Bayesian evidence and its application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical techniques. Application to several practical examples within the context of signal processing are discussed.

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K. Knuth, M. Habeck, N. Malakar, et. al.
Thu, 13 Nov 14
38/49

Comments: 39 pages, 8 figures. Submitted to DSP. Features theory, numerical methods and four applications