[WIP] Advance to Best Practices: Multivariate Gaussian Random Walk Notebook #195
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ltoniazzi
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Line #43. ppc = pm.sample_posterior_predictive(trace=trace)
I would directly add this to the inferencedata. I think the following should work.
trace.extend(az.from_pymc3(posterior_predictive=pm.sample_posterior_predictive(trace)))
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I did this and introduced coords. Everything seems to work but I get an odd message after the ppc sampling, namely the output of In [6] of the last commit says:
0, dim: steps, 300 =? 300
1, dim: y_, 3 =? 3
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This is a forgotten debug print that made it into latest arviz release, it has already been fixed in main but the new release is still pending
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@ltoniazzi can you rebase on main to get rtd to generate a preview of the notebook? I am quite sure the references will work except the doc one but it would be great to check they really do |
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Looks great so far and shows how myst "unlocking" sphinx references on notebook markdown is extremely useful 😄 |
Description
Addresses issue #140 and aims to advance it to Best Practices
Best Practices
General updates: everything addressed.
ArviZ:
Changes for discussion
Scaler(like with a reference about sampling improvement)?az.summary(trace).r_hat <1.03one entry of a Cholesky matrix scores 1.04. Is that ok? (referring to this guide)Cheers
Comment: I'll be available to work on this again on the 22nd of August.