Data driven modelling is vital to many analyses at collider experiments, however the derived inference of physical properties becomes subject to details of the model fitting procedure. This work brings a principled Bayesian picture, based on the marginal likelihood, of both data modelling and signal extraction to a common collider physics scenario. First the marginal likelihood based method is used to propose a more principled construction of the background process, systematically exploring a variety of candidate shapes. Second the picture is extended to propose the marginal likelihood as a useful tool for anomaly detection challenges in particle physics. This proposal offers insight into both precise background model determination and demonstrates a flexible method to extend signal determination beyond a simple bump hunt.