Comments (8)
Hi Carl,
These both look useful to add, so will try and get on them when I have time. Have my PhD confirmation coming up in a few weeks, so won't be a lightning fast addition though, so if you or your group want it in asap please feel free to make a pull request.
Cheers
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It is not urgent (at least for me). My feeling was, it should be added as comparison to AIC/BIC/DIC. Recently I found an pymc3 implementation here: https://github.com/pymc-devs/pymc3/blob/master/pymc3/stats.py
Good luck for your PhD.
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from chainconsumer.
Your Q: accelerator physics.
BTW: bayesian analysis ist just a hobby project for me, for prokrastination and self-learning.
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from chainconsumer.
BTW: There is a nice comparsion (in german): https://epub.ub.uni-muenchen.de/31977/1/BA_Erdemir.pdf with an easy to understand explanation why WAIC/WBIC should be preferred over AIC/BIC.
I didn't get the point with the original WAIC papers.
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from chainconsumer.
Closing this as an old issue I never got the time to work on, sorry Carl.
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