Marginal likelihood
id:
marginal-likelihood-294-13258525
title:
Marginal likelihood
text:
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 evidence. Due to the integration over the parameter space, the marginal likelihood does not directly depend upon the parameters. If the focus is not
brand slug:
wiki
category slug:
encyclopedia
description:
In Bayesian probability theory
original url:
https://en.wikipedia.org/wiki/Marginal_likelihood
date created:
date modified:
2024-03-05T21:20:11Z
main entity:
{"identifier":"Q6760420","url":"https://www.wikidata.org/entity/Q6760420"}
image:
fields total:
13
integrity:
14