Marginal likelihoods

A personal essay on Bayes factors

’Cause you’re hot then you’re cold You’re yes then you’re no You’re in then you’re out You’re up then you’re down You’re wrong when it’s right It’s black and it’s white - Katy Perry I have mixed feelings about Bayes factors. As Katy Perry once observed, it’s extremely hard to make valid inferences when you aren’t even sure what the hell it is you’re trying to make inferences about.