Tag: effective number of parameters
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Notes on the evidence approximation
These notes closely follow section 3.5 of Bishop on the Evidence Approximation, much of which is based on this paper on Bayesian interpolation by David MacKay, and to which I refer to below. Motivation We have some dataset of inputs $\XX = \{\xx_1, \dots, \xx_N\}$ and corresponding outputs $\tt = \{t_1, \dots, t_N\}$, and we’re…