Open drphilmarshall opened 9 years ago
PS. Got Gilles' username wrong first time - it's @glouppe not @gloupe! You might add @eggplantbren for fun as well, he loves this stuff. :-)
Sounds fun! Hogg and I spent some time talking about this a while ago, but nothing concrete came out of it. Here's some of our notes: https://github.com/davidwhogg/CrossValidation
Hey @j-faria !
Hope you got home OK, and have recovered a bit :-)
I think you should start a new repo to house our investigation of Bayesian cross-validation. Why don't you start one, extracting [the work you have done so far] from this repo, and invite me, @davidwhogg @jakevdp and @glouppe as collaborators? We are all interested in comparing machine learning-style CV with Bayesian evidence (and other quantities), and some short demonstrations could make a nice contribution to the astroph arxiv for everyone to learn from. What do you think?