Selection error rate and the Laplace-Chernoff risk.

<p>The (univariate) prior predictive density of two generative models (blue) and (green) are plotted as a function of data <i>y</i>, given an arbitrary design <i>u</i>. The dashed grey line shows the marginal predictive density that captures the probabilistic prediction of the whole comparison set . The area under the curve (red) measures the model selection error rate , which depends upon the discriminability between the two prior predictive density and . This is precisely what the Laplace-Chernoff risk is a measure of. Adapted from <a href="http://www.ploscompbiol.org/article/info:doi/10.1371/journal.pcbi.1003441#pcbi.1003441-Daunizeau4" target="_blank">[14]</a>.