Hi,
After getting the trace of my parameters with NUTS (for instance), how can I compute the mode of each of my parameters?
Thanks!
Since the values inside the trace are just 2-dimensional numpy arrays, you should be able to use
scipy.stats.mode
for this, similar to this:
I think the default of axis=0
should work, but you may have to adjust this.
So, something like this
from scipy import stats
stats.mode(trace["my_var"], axis=0)
For medians, you can just use numpy:
import numpy as np
np.median(trace["my_var"], axis=0)
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To complement Claus’ answer, there are also interesting functions in ArviZ – see az.summary
and az.plot_posterior
in particular
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