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Update loo function #2697

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junpenglao opened this issue Nov 9, 2017 · 1 comment · Fixed by #2730

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junpenglao commented Nov 9, 2017

Following the update of @avehtari's PSIS paper.

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Reference:
Paper: https://arxiv.org/abs/1507.02646
Implementation: https://github.com/avehtari/PSIS (Python and Matlab)
https://github.com/stan-dev/loo (R)

junpenglao added the enhancements label

aloctavodia self-assigned this

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aloctavodia commented Nov 23, 2017

@junpenglao thanks for the pointers!

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Update Loo, implement improved algorithm #2730

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junpenglao closed this as completed in #2730

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