Why does it make Bayesian model comparison harder? Wouldn’t you get explicit predicted probabilities for the data X from any two models you train this way? I guess you do need to sample from the Gaussian in λ a few times for each X and pass the result through the flow models, but that shouldn’t be too expensive.
Why does it make Bayesian model comparison harder? Wouldn’t you get explicit predicted probabilities for the data X from any two models you train this way? I guess you do need to sample from the Gaussian in λ a few times for each X and pass the result through the flow models, but that shouldn’t be too expensive.