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Allow CV in all posterior predictive checks #1579

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paul-buerkner opened this issue Jan 5, 2024 · 2 comments
Open

Allow CV in all posterior predictive checks #1579

paul-buerkner opened this issue Jan 5, 2024 · 2 comments
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@paul-buerkner
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Right now, CV is only supported in selected PP-checks, directly built in bayesplot, e.g. ppc_loo_pit_overlay. But it would be nice to support this in all PP-checks types. For CV based on importance sampling, we can use important resampling of the predictions, for exact CV we immediately have the CV predictions available.

Tagging @avehtari in case he wants to add something.

@paul-buerkner paul-buerkner modified the milestones: 2.21.0, brms 3.0 Jan 5, 2024
@paul-buerkner
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@avehtari did I see it correctly, that this is currently being addressed already from the bayesplot side?

@paul-buerkner paul-buerkner removed this from the brms 3.0 milestone Jan 27, 2024
@avehtari
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I don't think so

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