Excellent tweetorial by @ericjpedersen.bsky.social on Simon Wood’s new Neighborhood Cross Validation smoothness selection method, which is especially useful when fitting data with temporal and spatial dependence among observations
@ericjpedersen.bsky.socialI've been working with NCV this last week; it's a powerful tool for modelling data with dependencies that are poorly/inefficiently modelled via stochastic process priors like cov functions or low-rank smoothers. However, it's a complex topic, so I thought I'd summarize the key ideas in a thread 1/n