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Handle frequency weights with loo #168

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StaffanBetner opened this issue Feb 19, 2021 · 1 comment
Open

Handle frequency weights with loo #168

StaffanBetner opened this issue Feb 19, 2021 · 1 comment

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@StaffanBetner
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In some cases models are specified ("compressed") with frequency weights to speed up the fitting, however, this doesn't work well with loo as the Pareto k's indicates that all observations are heavily influencing the posterior, which of course it true on the aggregated level, but may not be true in the disaggregated level. Some kind of adjustment (I suppose disaggregation of the log-likelihood is a part of it) would be needed for such a case.

@yao-yl
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yao-yl commented Feb 19, 2021 via email

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