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Bayesian model comparison in cosmology

The standard Bayesian model formalism comparison cannot be applied to most cosmological models as they lack well-motivated parameter priors. However, if the data-set being used is separable then it is possible to use some of the data to obtain the necessary parameter distributions, the rest of the data being retained for model comparison. While such methods are not fully prescriptive, they provide a route to applying Bayesian model comparison in cosmological situations where it could not otherwise be used.