Monthly Archives: August 2013

What does the “Evidence” Accomplish?

Here are two contradictory statements about the evidence (aka marginal likelihood), by two experienced practitioners of Bayesian inference. “the evidence value is … a quantity of central¬†importance.” – John Skilling “You never really want to compute the Bayes evidence (fully … Continue reading

Posted in Inference | 3 Comments

Data are Nuisance Parameters

In inference, the term “nuisance parameters” refers to some quantity you feel like you need to put in your model, but that you don’t actually care about. For example, you might be fitting some data with a straight line , … Continue reading

Posted in Entropy, Inference, Information | 3 Comments