Through the development of an exact path integral for use in
transferring information from observations to a model of the observed
system, the author provides a general framework for the discussion of
model building and evaluation across disciplines. Through many
illustrative examples drawn from models in neuroscience, geosciences,
and nonlinear electrical circuits, the concepts are exemplified in
detail. Practical numerical methods for approximate evaluations of the
path integral are explored, and their use in designing experiments and
determining a model's consistency with observations is explored.