arviz.bfmi

arviz.bfmi(energy)[source]

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 http://mc-stan.org/users/documentation/case-studies/pystan_workflow.html for more information.

Parameters:
energy : NumPy array

Should be extracted from a gradient based sampler, such as in Stan or PyMC3. Typically, after converting a trace or fit to InferenceData, the energy will be in data.sample_stats.energy.

Returns:
z : array

The Bayesian fraction of missing information of the model and trace. One element per chain in the trace.