Just want to mention that @OriolAbril comment is correct. The statement “By default the uncertainty in the weights estimation is considered using Bayesian bootstrap” only applies to the BB-pseudo-BMA method of computing weights. ArviZ does not offer an easy way to get the bootstrapped weights, but this is the line were they are averaged before returning them arviz/stats.py at main · arviz-devs/arviz · GitHub
1 Like