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Question: Mixed up on Neffective calculation (and Seffective)

See original GitHub issue

Short Description

These questions more stem from my confusion rather than a suggestion to change anything.

For the Effective N calculation, the docstring refers to Bayesian Data Analysis 3, equation 11.8. The book describes a split chain calculation, where M (chains) is 2x the number of chains created by the sampler, because each sampling chain is split in half. In the code it does not look like ArviZ implements any chain splitting.

However it seems like ArviZ implements Seffective which is detailed on avehtari’s blog in section 2.2.1

Does ArviZ implement S_Effective or N_Effective? Do ArviZ need to update the documentation to point to the blog post rather than BDA3? Should the calculation or method be renamed to az.s_effective?

Code Example or link

ArviZ codebase at the commit below https://github.com/arviz-devs/arviz/commit/0c173da1bec7bfcd0936b46c4fe38b9f7e0dfaf7

Relevant documentation or public examples

Provided inline above

Issue Analytics

State:
Created 5 years ago
Comments:12 (12 by maintainers)

Top GitHub Comments

1reaction

aloctavodiacommented, Dec 25, 2018

Hi @canyon289 thanks for the reminder. I am on vacations right now. I will check this in a few days.

1reaction

ahartikainencommented, Dec 25, 2018

Also, after Stan updates and starts to recommend the rank normalized method, we should change too.

I think we can create a PR but merge it after it is the recommended way. Or all of this depends how we are going implement these functions.

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