Model selection
Lecture 1:
Christian Forssén, 2019-06-17
- Model evidence
- Bayes factor
- Bayesian hypothesis testing
- Lecture notes in pdf or html
- Bayesian model selection [ipynb]
- Bayes in the sky: Bayesian inference and model selection in cosmology by Robert Trotta.
- Why every statistician should know about cross-validation blog post by Rob J Hyndman.
Lecture 2:
Dick Furnstahl, 2019-06-18
- Recap of 2019-06-17 exercises: Prior sensitivity of model evidence
- Evidence when there is a naturalness prior
- Computational issues for evidence and alternatives
- Scanned lecture notes [pdf]
- Bayes in the sky: Bayesian inference and model selection in cosmology by Robert Trotta.
- Bayesian model selection revisited [ipynb]
- Evidence for EFT coefficients [ipynb]
- EFT slides II [pdf]