Normalized Maximum Likelihood

#Model Selection #NML

$$ \mathrm{NML} = \frac{ p(y| \hat \theta(y)) }{ \int_X p( x| \hat \theta (x) ) dx } $$

Published: by ;

Lei Ma (2020). 'Normalized Maximum Likelihood', Datumorphism, 11 April. Available at: https://datumorphism.leima.is/cards/statistics/nml/.

Current Ref:

  • cards/statistics/nml.md