I have a normally distributed parameter and pm.summary() reports a smaller sd then when I use trace.posterior[‘’].std(axis=(0, 1)) (2 chains).
Does pm.summary() not pool across chains when calculating SD?
I have a normally distributed parameter and pm.summary() reports a smaller sd then when I use trace.posterior[‘’].std(axis=(0, 1)) (2 chains).
Does pm.summary() not pool across chains when calculating SD?
Hello, thanks for you question. Could you post a code snippet that reproduces your problem? For example, I tried:
with pm.Model():
pm.Normal('m')
trace = pm.sample()
pm.summary(trace)
and
trace.posterior['m'].std(axis=(0, 1))
But I found identical results.
my fault, I must have run the colab cells at different times, issue can be closed
ah no worries - glad you sorted it out.