  Fitting the multi-wavelength spectral energy distributions (SEDs) of galaxies
is a widely used technique to extract information about the physical properties
of galaxies. However, a major difficulty lies in the numerous uncertainties
regarding almost all ingredients of the SED modeling of galaxies. The Bayesian
methods provide a consistent conceptual basis for dealing with the problem of
inference with many uncertainties. While the Bayesian parameter estimation
method have become quite popular in the field of SED fitting of galaxies, the
Bayesian model comparison method, which is based on the same Bayes' rule, is
still not widely used in this field. With the application of Bayesian model
comparison method in a series of papers, we show that the results obtained with
Bayesian model comparison are understandable in the context of stellar/galaxy
physics. These results indicate that Bayesian model comparison is a reliable
and very powerful method for the SED fitting of galaxies.
