Janos, I spent some days parsing your request and it’s quite complex. Cosma Shalizi’s thesis and algorithm seem to address your problem in a frequentist manner, but I can’t yet work out any good Bayesian solution.
Janos, I spent some days parsing your request and it’s quite complex. Cosma Shalizi’s thesis and algorithm seem to address your problem in a frequentist manner, but I can’t yet work out any good Bayesian solution.