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