pymc.sample_posterior_predictive_w#

pymc.sample_posterior_predictive_w(traces, samples=None, models=None, weights=None, random_seed=None, progressbar=True, return_inferencedata=True, idata_kwargs=None)[source]#

Generate weighted posterior predictive samples from a list of models and a list of traces according to a set of weights.

Parameters

traceslist or list of lists: List of traces generated from MCMC sampling (xarray.Dataset, arviz.InferenceData, or MultiTrace), or a list of list containing dicts from find_MAP() or points. The number of traces should be equal to the number of weights.
samplesint, optional: Number of posterior predictive samples to generate. Defaults to the length of the shorter trace in traces.
modelslist of Model: List of models used to generate the list of traces. The number of models should be equal to the number of weights and the number of observed RVs should be the same for all models. By default a single model will be inferred from with context, in this case results will only be meaningful if all models share the same distributions for the observed RVs.
weightsarray_like, optional: Individual weights for each trace. Default, same weight for each model.
random_seedint, RandomState or Generator, optional: Seed for the random number generator.
progressbarbool, optional default True: Whether or not to display a progress bar in the command line. The bar shows the percentage of completion, the sampling speed in samples per second (SPS), and the estimated remaining time until completion (“expected time of arrival”; ETA).
return_inferencedatabool: Whether to return an arviz.InferenceData (True) object or a dictionary (False). Defaults to True.
idata_kwargsdict, optional: Keyword arguments for pymc.to_inference_data()

Returns

arviz.InferenceData or Dict: An ArviZ InferenceData object containing the posterior predictive samples from the weighted models (default), or a dictionary with variable names as keys, and samples as numpy arrays.