BibTeX
@MISC{Penny10modelaveraging,
author = {Will Penny and Will Penny and Will Penny and Ten Simple Rules and Will Penny},
title = {Model Averaging},
year = {2010}
}
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Abstract
Bayes rule for models A prior distribution over model space p(m) (or ‘hypothesis space’) can be updated to a posterior distribution after observing data y. This is implemented using Bayes rule p(m|y) = p(y |m)p(m) p(y) where p(y |m) is referred to as the evidence for model m and the denominator is given by p(y) = m′
