Keep reading

• Chapter 6, Statistical Rethinking, Richard McElreath.

• Chapter 10, Doing Bayesian Data Analysis, Second Edition, John Kruschke.

• Chapter 7, Bayesian Data Analysis, Third Edition, Gelman and others.

• A nice post by Jake VanderPlas about model selection (part of a series): http://jakevdp.github.io/blog/2015/08/07/frequentism-and-bayesianism-5-model-selection/

• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC: http://arxiv.org/abs/1507.04544.