The Living Thing / Notebooks :

Bayesian model selection

I thought frequentist model selection was the only type. Apparently not necessarily. What is model selection in a Bayes context? I thought we just kept all the models and weighted by posterior likelihood when making predictions? I still might wish to discard some models for reasons of computational tractability or what-have-you? Hypothesis testing etc. It’s a bit fraught.

TBD.

Refs