Effective sample size in the transformed space

Questions v3
1

Hi @OriolAbril,

I’m using az.ess to find out the effective sample size of pymc3 variables. I noticed that some variables have been transformed during sampling and I’m interested in the effective sample size for variables in the transformed space. For instance, these variales returned by model.free_RVs:

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However, it seems that az.ess by default only returns the effective sample size in the original space.
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But in fact the trace returned by pymc3 containes both transformed and untranformed versions.
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I’m not sure why the transformed versions are not contained in the arviz result.

So I’m wondering if there’s a way for arviz to return the effective sample size for the transformed variables? Thank you so much!

2

I am not sure right now, but it is something we need to add