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.
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