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Video of (ML 12.4) Bayesian model selection in Machine Learning course by mathematicalmonk channel, video No. 77 free certified online
Approaches to model selection from a Bayesian perspective: Bayesian model averaging (BMA), "Type II MAP", and Type II Maximum Likelihood (a.k.a. ML-II, a.k.a. the evidence approximation, a.k.a. empirical Bayes).