Reference / binference.diagnostics.psis_threshold

binference.diagnostics.psis_threshold¶

binference.diagnostics.psis_threshold(n)[source]¶

The Pareto k_hat below which PSIS with n weights is reliable.

min(1 - 1 / log10(n), 0.7) (Vehtari et al. 2024, §3), for n >= 5.

Parameters: