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Better mcse_sd #2005

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avehtari opened this issue Mar 28, 2022 · 0 comments · May be fixed by #2167
Open

Better mcse_sd #2005

avehtari opened this issue Mar 28, 2022 · 0 comments · May be fixed by #2167
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Enhancement Improvements to ArviZ
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vNext

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@avehtari
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ArviZ is currently using the same mcse_sd that posterior was using, which assumes normality of the sample. The posterior issue
stan-dev/posterior#232 illustrates the problem and the better behavior of new mcse_sd. The posterior PR stan-dev/posterior#233 shows the new code in R, which should be easy to translate to Python.
@avehtari avehtari added the Enhancement Improvements to ArviZ label Mar 28, 2022
@sethaxen sethaxen mentioned this issue May 19, 2022
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@OriolAbril OriolAbril added this to the v0.13 milestone Jul 25, 2022
@ahartikainen ahartikainen linked a pull request Nov 19, 2022 that will close this issue
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Update mcse_sd calculation to not use normality assumption. arviz-devs/arviz
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@avehtari @OriolAbril