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fix some references (#2346)
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avehtari authored May 9, 2024
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4 changes: 2 additions & 2 deletions arviz/plots/ecdfplot.py
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Expand Up @@ -98,9 +98,9 @@ def plot_ecdf(
References
----------
.. [1] Säilynoja, T., Bürkner, P.C. and Vehtari, A., 2021. Graphical Test for
.. [1] Säilynoja, T., Bürkner, P.C. and Vehtari, A. (2022). Graphical Test for
Discrete Uniformity and its Applications in Goodness of Fit Evaluation and
Multiple Sample Comparison. arXiv preprint arXiv:2103.10522.
Multiple Sample Comparison. Statistics and Computing, 32(32).
Examples
--------
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4 changes: 2 additions & 2 deletions arviz/plots/essplot.py
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Expand Up @@ -138,9 +138,9 @@ def plot_ess(
References
----------
.. [1] Vehtari et al. (2019). Rank-normalization, folding, and
.. [1] Vehtari et al. (2021). Rank-normalization, folding, and
localization: An improved Rhat for assessing convergence of
MCMC https://arxiv.org/abs/1903.08008
MCMC. Bayesian analysis, 16(2):667-718.
Examples
--------
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5 changes: 3 additions & 2 deletions arviz/plots/khatplot.py
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Expand Up @@ -149,8 +149,9 @@ def plot_khat(
References
----------
.. [1] Vehtari, A., Simpson, D., Gelman, A., Yao, Y., Gabry, J.,
2019. Pareto Smoothed Importance Sampling. arXiv:1507.02646 [stat].
.. [1] Vehtari, A., Simpson, D., Gelman, A., Yao, Y., Gabry, J. (2024).
Pareto Smoothed Importance Sampling. Journal of Machine Learning
Research, 25(72):1-58.
"""
if annotate:
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2 changes: 1 addition & 1 deletion arviz/plots/loopitplot.py
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Expand Up @@ -55,7 +55,7 @@ def plot_loo_pit(
In this case, instead of overlaying uniform distributions, the beta ``hdi_prob``
around the theoretical uniform CDF is shown. This approximation only holds
for large S and ECDF values not very close to 0 nor 1. For more information, see
`Vehtari et al. (2019)`, `Appendix G <https://avehtari.github.io/rhat_ess/rhat_ess.html>`_.
`Vehtari et al. (2021)`, `Appendix G <https://avehtari.github.io/rhat_ess/rhat_ess.html>`_.
ecdf_fill : bool, optional
Use :meth:`matplotlib.axes.Axes.fill_between` to mark the area
inside the credible interval. Otherwise, plot the
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4 changes: 3 additions & 1 deletion arviz/plots/mcseplot.py
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Expand Up @@ -109,7 +109,9 @@ def plot_mcse(
References
----------
* Vehtari et al. (2019) see https://arxiv.org/abs/1903.08008
.. [1] Vehtari et al. (2021). Rank-normalization, folding, and
localization: An improved Rhat for assessing convergence of
MCMC. Bayesian analysis, 16(2):667-718.
Examples
--------
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4 changes: 2 additions & 2 deletions arviz/plots/rankplot.py
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Expand Up @@ -46,8 +46,8 @@ def plot_rank(
indicates good mixing of the chains.
This plot was introduced by Aki Vehtari, Andrew Gelman, Daniel Simpson, Bob Carpenter,
Paul-Christian Burkner (2019): Rank-normalization, folding, and localization: An improved R-hat
for assessing convergence of MCMC. arXiv preprint https://arxiv.org/abs/1903.08008
Paul-Christian Burkner (2021): Rank-normalization, folding, and localization:
An improved R-hat for assessing convergence of MCMC. Bayesian analysis, 16(2):667-718.
Parameters
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20 changes: 12 additions & 8 deletions arviz/stats/diagnostics.py
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Expand Up @@ -135,10 +135,11 @@ def ess(
References
----------
* Vehtari et al. (2019) see https://arxiv.org/abs/1903.08008
* https://mc-stan.org/docs/2_18/reference-manual/effective-sample-size-section.html
Section 15.4.2
* Gelman et al. BDA (2014) Formula 11.8
* Vehtari et al. (2021). Rank-normalization, folding, and
localization: An improved Rhat for assessing convergence of
MCMC. Bayesian analysis, 16(2):667-718.
* https://mc-stan.org/docs/reference-manual/analysis.html#effective-sample-size.section
* Gelman et al. BDA3 (2013) Formula 11.8
See Also
--------
Expand Down Expand Up @@ -246,7 +247,7 @@ def rhat(data, *, var_names=None, method="rank", dask_kwargs=None):
Names of variables to include in the rhat report
method : str
Select R-hat method. Valid methods are:
- "rank" # recommended by Vehtari et al. (2019)
- "rank" # recommended by Vehtari et al. (2021)
- "split"
- "folded"
- "z_scale"
Expand Down Expand Up @@ -277,12 +278,15 @@ def rhat(data, *, var_names=None, method="rank", dask_kwargs=None):
greater than one indicate that one or more chains have not yet converged.
Rank values are calculated over all the chains with ``scipy.stats.rankdata``.
Each chain is split in two and normalized with the z-transform following Vehtari et al. (2019).
Each chain is split in two and normalized with the z-transform following
Vehtari et al. (2021).
References
----------
* Vehtari et al. (2019) see https://arxiv.org/abs/1903.08008
* Gelman et al. BDA (2014)
* Vehtari et al. (2021). Rank-normalization, folding, and
localization: An improved Rhat for assessing convergence of
MCMC. Bayesian analysis, 16(2):667-718.
* Gelman et al. BDA3 (2013)
* Brooks and Gelman (1998)
* Gelman and Rubin (1992)
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3 changes: 2 additions & 1 deletion arviz/stats/stats.py
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Expand Up @@ -879,7 +879,8 @@ def psislw(log_weights, reff=1.0):
References
----------
* Vehtari et al. (2015) see https://arxiv.org/abs/1507.02646
* Vehtari et al. (2024). Pareto smoothed importance sampling. Journal of Machine
Learning Research, 25(72):1-58.
See Also
--------
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