Provides an introduction to Bayes factors which are often used to do model comparison. In using Bayes factors, it is necessary to calculate the marginal likelihood – another term for the denominator of Bayes rule. This video explains that marginal likelihoods are notoriously difficult to calculate and are sensitive to the choice of priors; even when changes to priors do not affect the posterior distribution.

This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Gui...

For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here:    • A Student's Guide to Bayesian Statistics