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A note on the evidence and Bayesian Occam’s razor

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Technical Report, GCNU-TR 2005-003. Gatsby Computational Neuroscience Unit, University College London, UK, (2005)

Abstract

In his thesis, MacKay (1991) introduced figure 1, explaining how Bayes rule provides an automatic “Oc- cam’s razor” effect, penalizing unnecessarily complex mod- els. This figure has been adopted by several authors in the same schematic form. Here, after briefly reviewing neces- sary material, we compute a realization of the plot for a toy data modeling problem. We discuss interesting aspects of this plot and their implications for understanding model complexity.

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