PSIS Diagnostics with Numpyro

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I see code here to do PSIS diagnostics with Pyro, but I think it’s specific to Pyro and wouldn’t work with Numpyro. Has anyone put together something similar for Numpyro?

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I’m not aware of a NumPyro implementation, but you could always try using arviz. You can use from_numpyro to pass your fitted model across.

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