Noa Kallioinen

@OriolAbril Thanks for all the comments and suggestions! I'll clean it up shortly

I realise I left out an example of the imagined usage ```{python} import arviz as az import numpy as np import pymc as pm draws = 2000 chains = 4...

I updated the CJS calculation to no longer use nansum, but `where` instead: `np.log2(x, out=np.zeros_like(x), where=(x != 0))`. Do you think this is sufficient?

> I don't think there's a straightforward way currently to get weighted means, medians, or quantiles with `summarise_draws()` As part of [priorsense](https://github.com/n-kall/priorsense) I've implemented weighted functions to match `default_summary_measures()`. Currently,...

In most cases, the posterior is acting as a proposal distribution for the importance sampling. The IWMM algorithm adapts the posterior draws (working in unconstrained space). It transforms these draws...

This issue still happens on the experimental branch with development versions of Rcpp/parallel. Here's the current output (with sessionInfo): ``` rstan version 2.27.0.9000 (Stan version 2.27.0) For execution on a...

Thanks for the follow up. By 'development version', do you mean Rcpp directly from the git repo? This still occurs in the latest Rcpp installed today via `remotes::install_github("RcppCore/Rcpp")`. If this...

Unfortunately, updating all packages didn't seem to fix it. The same error also occurs in a Github actions system for running tests via rcmdcheck (ubuntu 20.04, with rstan from CRAN),...

@paul-buerkner This PR has taken been delayed for a while now, as I was getting the importance weighted moment matching in a neater state. Once the pareto-k diagnostics are merged...

We've made quite some progress on a brmsfit method for iwmm at topipa/iwmm brmsfit-method branch. This has been the main hurdle and once done the brms compatibility with priorsense should...