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Can be done in parameter recovery example. PSIS-LOO [available as Turing.jl subpackage](https://github.com/TuringLang/ParetoSmooth.jl) or maybe [here](https://github.com/StatisticalRethinkingJulia/Par…
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In some cases models are specified ("compressed") with frequency weights to speed up the fitting, however, this doesn't work well with loo as the Pareto k's indicates that all observations are heavily…
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Skipper wrote a simplified LOO iterator in nonparametric.
However, for Kernel regression and variants it requires a double iterator. Use loo iterator that returns index instead.
related: If the nobs…
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LOO is a common method for evaluating both model fit (LOO-IC analogous to AIC or WAIC) and influential points (pointwise LOO-IC and pareto k LOO-IC evaluation). Methods for both are provided by the *l…
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Hi @rvhulst ,
As I mentioned in the email I sent we will be releasing a major update to the __loo__ package (this week I hope) and I wanted to follow up and give you a bit more detail specific to …
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PSIS is a useful algorithm in its own right whenever one is doing importance sampling, and so it makes sense for it to be in a lightweight package separate from LOO. Because this package is named Pare…
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**Please make sure that this is a bug! If you have questions about how to use TwoSampleMR please use the [Discussions](https://github.com/MRCIEU/TwoSampleMR/discussions) function instead.**
## Desc…
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It would be nice if the loo objects weren't hardcoded to use elpd. For a study I wanted to include rmse and R2 and had to build fake loo objects in order to use the loo_compare functionality. Code is …
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## Problems with opendataportal ("Avaandmed") in the bürokratt analytics module
### Related issues
#3 #24 #21 #59
### Test evironment:
https://admin.dev.buerokratt.ee/analytics/reports
using Goog…
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I think a breakdown of LOO scores into calibration/refinement would be interesting and useful to users. Mentioning @avehtari because Jonah mentioned you'd proposed adding this decomposition and said y…