  Recent years have seen increased use of Bayesian model comparison to quantify
notions such as naturalness, simplicity, and testability, especially in the
area of supersymmetric model building. After demonstrating that Bayesian model
comparison can resolve a paradox that has been raised in the literature
concerning the naturalness of the proton mass, we apply Bayesian model
comparison to GUTs, an area to which it has not been applied before. We find
that the GUTs are substantially favored over the non-unifying puzzle model. Of
the GUTs we consider, the $B-L$ MSSM GUT is the most favored, but the MSSM GUT
is almost equally favored.
