Hi All,

This question might reveal my limited knowledge of Bayesian estimation, but I am having difficulty figuring out how to perform basic Bayesian model selection in Turing. The documentation for MCMCChains.jl has a short section on DIC, which I’m not very familiar with. How does one calculate Bayes factors, for example? I can’t even figure out how to get model Evidence from the output of sample(). (I’m using Metropolis-Hastings algorithm). Any tips or directions of where to look would be greatly appreciated.

Thanks