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Now we use the
evidence for a model class in exactly
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the same way as
we use the likelihood term for a
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particular
setting of the parameters
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The
evidence gives us a posterior distribution over
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model
classes, provided we have a prior.
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For
simplicity in making predictions we often just pick
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the
model class with the highest posterior probability.
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This
is called model selection.
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But we
should still average over the parameter vectors for
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that
model class using the posterior distribution.
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