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pyro-ppl / pyro

Deep universal probabilistic programming with Python and PyTorch
http://pyro.ai
Apache License 2.0
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Add effective sample size analytics to WeighedPredictive results #3351

Closed BenZickel closed 7 months ago

BenZickel commented 7 months ago
  1. Allows calculation of the effective sample size of weighed sample results (returned by pyro.infer.predictive.WeighedPredictive) by calling the .get_ESS method.
  2. Code is shared with pyro.infer.importance.Importance.
fritzo commented 7 months ago

And thanks for sharing code across modules, it helps us with maintenance!