cross validation and Bayes

Jake VanderPlas (UW) had the misfortune to be staying in a NYU guest apartment when Hurricane Sandy hit on Monday, taking out subway and then power and then water. In between fulfilling basic human needs for ourselves and our neighbors, we worked on the relationship between cross-validation and Bayes integrals. I think we have something to say here. It might not be original, but it is useful in understanding the relationships of methods. We both wrote some equations and then tried to develop a concordance today. We started a document. While we sheltered in the only location in lower Manhattan with power and internet, I also spoke by Skype with Lang about flexible sky models for The Tractor. Today ended with a discussion on long-term future discounted free-cash flow, about which I really must write an essay sometime very soon.

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