“Estimating the Evidence—A Review”, Nial Friel, Jason Wyse2011-11-08 (Bayes; backlinks; similar)⁠:

The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This paper presents a review of commonly used methods.

We outline some guidelines and offer some practical advice.

The reviewed methods are compared for two examples: non-nested Gaussian linear regression and covariate subset selection in logistic regression.

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