# A Generalized Savage-Dickey Ratio

arXiv: https://arxiv.org/abs/1311.1292 · HTML: https://mlsanity.com/paper/1311.1292/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 6 Nov 2013.

## Built on by (most cited first, 1 of 1)

- [Bayesian sparsification for deep neural networks with Bayesian model reduction](https://mlsanity.com/paper/2309.12095/) (2023)

## Abstract (arXiv)

In this brief research note I present a generalized version of the Savage-Dickey Density Ratio for representation of the Bayes factor (or marginal likelihood ratio) of nested statistical models; the new version takes the form of a Radon-Nikodym derivative and is thus applicable to a wider family of probability spaces than the original (restricted to those admitting an ordinary Lebesgue density). A derivation is given following the measure-theoretic construction of Marin & Robert (2010), and the equivalent estimator is demonstrated in application to a distributional modeling problem.