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ModelSelection

This is an implementation of Bayesian model selection for linear regression.

Theory

See the paper in ArXiv or the source TeXmacs file in doc/.

Dependencies

You'll need numpy and matplotlib. Both Python2 and 3 should work.

Examples

  • src/LocalTests.py contains some tests (yes, it's a weird file name).
  • See examples/ too.

License

All code and content here is licensed under the GPL 3 unless otherwise stated. See the file LICENSE.

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Bayesian model selection for linear regression

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