I have been trying to perform model comparison of models which include celerite (and/or george) kernels using the leave one out (LOO) and widely applicable information criterion (WAIC) (see for example https://arxiv.org/abs/1507.04544).
These algorithms require the computation of the ln(likelihood) of individual data point. Is there a way to compute this with the current interface ?
I have been trying to perform model comparison of models which include celerite (and/or george) kernels using the leave one out (LOO) and widely applicable information criterion (WAIC) (see for example https://arxiv.org/abs/1507.04544).
These algorithms require the computation of the ln(likelihood) of individual data point. Is there a way to compute this with the current interface ?