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Documenter.jl committed Jun 25, 2023
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2 changes: 1 addition & 1 deletion dev/api/index.html
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x = rand(proposal, 1_000, 100)
log_ratios = logpdf.(target, x) .- logpdf.(proposal, x)
result = psis(log_ratios)
paretoshapeplot(result)</code></pre><p>We can also plot the Pareto shape parameters directly:</p><pre><code class="language-julia hljs">paretoshapeplot(result.pareto_shape)</code></pre><p>We can also use <code>plot</code> directly:</p><pre><code class="language-julia hljs">plot(result.pareto_shape; showlines=true)</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/arviz-devs/PSIS.jl/blob/e07c7150dafbad360202c2e07fc3ea0d862b8500/src/recipes/plots.jl#L11-L49">source</a></section></article><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../plotting/">« Plotting</a><a class="docs-footer-nextpage" href="../internal/">Internal »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.24 on <span class="colophon-date" title="Saturday 24 June 2023 00:55">Saturday 24 June 2023</span>. Using Julia version 1.9.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
paretoshapeplot(result)</code></pre><p>We can also plot the Pareto shape parameters directly:</p><pre><code class="language-julia hljs">paretoshapeplot(result.pareto_shape)</code></pre><p>We can also use <code>plot</code> directly:</p><pre><code class="language-julia hljs">plot(result.pareto_shape; showlines=true)</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/arviz-devs/PSIS.jl/blob/e07c7150dafbad360202c2e07fc3ea0d862b8500/src/recipes/plots.jl#L11-L49">source</a></section></article><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../plotting/">« Plotting</a><a class="docs-footer-nextpage" href="../internal/">Internal »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.24 on <span class="colophon-date" title="Sunday 25 June 2023 01:01">Sunday 25 June 2023</span>. Using Julia version 1.9.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
2 changes: 1 addition & 1 deletion dev/index.html
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result = psis(log_ratios)</code></pre><pre class="documenter-example-output"><code class="nohighlight hljs ansi">PSISResult with 1000 draws, 30 chains, and 1 parameters
Pareto shape (k) diagnostic values:
Count Min. ESS
(0.5, 0.7] okay 1 (100.0%) 26838</code></pre><p>As indicated by the warnings, this is a poor choice of a proposal distribution, and estimates are unlikely to converge (see <a href="api/#PSIS.PSISResult"><code>PSISResult</code></a> for an explanation of the shape thresholds).</p><p>When running PSIS with many parameters, it is useful to plot the Pareto shape values to diagnose convergence. See <a href="plotting/#Plotting-PSIS-results">Plotting PSIS results</a> for examples.</p><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="plotting/">Plotting »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.24 on <span class="colophon-date" title="Saturday 24 June 2023 00:56">Saturday 24 June 2023</span>. Using Julia version 1.9.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
(0.5, 0.7] okay 1 (100.0%) 26838</code></pre><p>As indicated by the warnings, this is a poor choice of a proposal distribution, and estimates are unlikely to converge (see <a href="api/#PSIS.PSISResult"><code>PSISResult</code></a> for an explanation of the shape thresholds).</p><p>When running PSIS with many parameters, it is useful to plot the Pareto shape values to diagnose convergence. See <a href="plotting/#Plotting-PSIS-results">Plotting PSIS results</a> for examples.</p><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-VehtariSimpson2021"><a class="tag is-link" href="#citeref-VehtariSimpson2021">VehtariSimpson2021</a>Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J. (2021). Pareto smoothed importance sampling. <a href="https://arxiv.org/abs/1507.02646v7">arXiv:1507.02646v7</a> [stat.CO]</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="plotting/">Plotting »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.24 on <span class="colophon-date" title="Sunday 25 June 2023 01:01">Sunday 25 June 2023</span>. Using Julia version 1.9.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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