Comments (3)
tillahoffmann
commented on August 17, 2024
That's very cool! I didn't know there was a nice diagnostic for how "good" variational approximations are. Just wondering if this could be a nice contribution to arviz itself so the method can also be used for other inference frameworks, e.g., Stan?
from numpyro.
asmuzsoy
commented on August 17, 2024
There is a method in arviz (arviz.stats.stats._psislw()) which calculates the test statistic given the log importance ratios. But to calculate the log importance ratios you need the numpyro model, guide, best fit parameters, and the samples that you're trying to evaluate, thus my suggestion for a new method that would do this all in one go.
from numpyro.
tillahoffmann
commented on August 17, 2024
Do you know if it's possible to evaluate those other quantities from the arviz InferenceData object?
from numpyro.
Related Issues (20)
- [FR] Truncated Power Law distribution
- An auto guide's `_unpack_latent` and `_unpack_latent._inverse` don't use produce the same order HOT 1
- [FR] Utility for joint distributions HOT 14
- How can I gibbs before HMC/NUTS? HOT 8
- Large potential energy while using `HMCGibbs` at the initial stage HOT 3
- Inference Test Failing HOT 2
- Figure in AR2 example is not reproducible
- Got Problems When Computing Log Likelihoods in a Scan-Based VAR Model HOT 2
- Inference for `gaussian_hmm` is broken on latest jax version (0.4.30) HOT 1
- autocorrelation function HOT 5
- saving render_model() output to the desired file path HOT 5
- Object oriented wrapper API HOT 5
- Stress test utility for numpyro? HOT 2
- Samples are outside the support for DiscreteUniform distribution HOT 3
- Crash when using `TruncatedNormal` in `parallel` MCMC, but not in `sequential` MCMC HOT 5
- `nuts.get_extra_fields()["num_steps"]=0` after warmup HOT 4
- Trouble Initializing Parameters with Highly Degenerate Data HOT 1
- Predictive: better docs for setting obs to `None` HOT 4
- Error in model using CircularReparam when trying to use Predictive HOT 1
- Error when using obs_mask and predictive with different input shape HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from numpyro.