Add warnings to waic

[stan-dev]

Add warnings to waic

[jgabry]

Do you mean we should also do some form of psis when computing waic?
Currently we're not doing that, just doing standard waic, which allows the
waic function to run much faster than loo.

On Friday, December 18, 2015, Aki Vehtari [email protected] wrote:

Add warnings to waic corresponding to khat warnings in loo.

—
Reply to this email directly or view it on GitHub
#24.

[andrewgelman]

Hi, I’ll check with Aki but I’m pretty sure we don’t do PISI with WAIC.

On Dec 18, 2015, at 3:41 PM, Jonah Gabry [email protected] wrote:

Do you mean we should also do some form of psis when computing waic?
Currently we're not doing that, just doing standard waic, which allows the
waic function to run much faster than loo.

On Friday, December 18, 2015, Aki Vehtari [email protected] wrote:

Add warnings to waic corresponding to khat warnings in loo.

—
Reply to this email directly or view it on GitHub
#24.

—
Reply to this email directly or view it on GitHub #24 (comment).

[jgabry]

Right, that's why I was a bit confused.

On Friday, December 18, 2015, Andrew Gelman [email protected]
wrote:

Hi, I’ll check with Aki but I’m pretty sure we don’t do PISI with WAIC.

On Dec 18, 2015, at 3:41 PM, Jonah Gabry <[email protected]
javascript:_e(%7B%7D,'cvml','[email protected]');> wrote:

Do you mean we should also do some form of psis when computing waic?
Currently we're not doing that, just doing standard waic, which allows
the
waic function to run much faster than loo.

On Friday, December 18, 2015, Aki Vehtari <[email protected]
javascript:_e(%7B%7D,'cvml','[email protected]');> wrote:

Add warnings to waic corresponding to khat warnings in loo.

—
Reply to this email directly or view it on GitHub
#24.

—
Reply to this email directly or view it on GitHub <
https://github.com/jgabry/loo/issues/24#issuecomment-165893595>.

—
Reply to this email directly or view it on GitHub
#24 (comment).

[jgabry]

Moved to #26