When using ADVI, we can extract the mean and std for free RVs using approx or a tracker. Assume that we collect the latest mean and std vector for free RVs using any of above methods. If we consider the vector that contains means of the all free RVs, then I observed that the position of the value (i…

The ordering is saved in bij = advi.approx.groups[0].bij, it has a function to map an array to a dictionary bij.rmap and a mapping from a dictionary to an array bij.map

ADVI : Collecting Values for Specific Variables

Questions

junpenglao May 1, 2018, 6:24am 3

See Saving ADVI results and reloading

Topic		Replies	Views
Extracting variable means from ADVI fitted model Questions	11	2504	March 27, 2021
Understanding ADVI approx.sample(n) Questions	3	972	April 23, 2018
How to get named means and sds from ADVI fit? Questions vi	2	329	December 29, 2022
Extract point estimates after fitting model with ADVI Questions	3	671	December 18, 2019
Negative values while extracting variable means and standard deviation from ADVI fitted model Questions	0	265	March 28, 2021

ADVI : Collecting Values for Specific Variables

Related Topics