Open reedessick opened 6 years ago
write visualization for marginalization over hyper-parameters as part of investigate_hyperparameters
See if these two approaches agree.
check how polyfit affects the optimal choice of hyperparameters. Should it? If it does, do the resulting residuals look reasonable? That gets back to the visualization engine that's needed
it looks like the mcmc sampling of the hyperparameter "posteriors" works well, but we need to include things like stripping the burn in automatically and possibly downsampling based on autocorrelation length estimates.
This will be needed to get the error regions on the process accurately. We also need to make sure this is quite robust. Preferably, this should happen automatically, without human input or fine-tuning.