I am trying to find examples of how to retrieve different model-comparison metrics using the map estimates in pymc4 using the find_map function. Mainly i am looking for metrics that penalizes a model with great predictive power if it has a large number of latent variables. Couldnt find any in the …

AIC or BIC for map estimates

jessegrabowski December 27, 2022, 7:23pm 4

Good to know! I don’t work with MAP much, and only tested my solution on simple examples (no transforms)

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