Calculate the estimated Bayesian fraction of missing information (BFMI).
BFMI quantifies how well momentum resampling matches the marginal energy distribution. For more information on BFMI, see https://arxiv.org/pdf/1604.00695v1.pdf. The current advice is that values smaller than 0.3 indicate poor sampling. However, this threshold is provisional and may change. See pystan_workflow for more information.
The Bayesian fraction of missing information of the model and trace. One element per chain in the trace.
Plot energy transition distribution and marginal energy distribution in HMC algorithms.
Compute the BFMI of an InferenceData object
In : import arviz as az ...: data = az.load_arviz_data('radon') ...: az.bfmi(data) ...: Out: array([0.729448 , 0.67720456, 0.65528958, 0.71930902])