Bayesian Model Selection as a Continuous-Variable Helmholtz Machine
Michael D. Schneider, USDOE National Nuclear Security Administration (NNSA) · 2020
We show that Bayesian model selection is equivalent to optimization of a suitably defined free energy. The entropy term in the free energy is defined over the space of possible model selections and model parameters for a given model. Bayesian model selection thus follows a minimum description length principle.