pymc-devs/pymc

Add core notebook on sample_posterior_predictive for out-of-model predictions

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#6812 aperta il 4 lug 2023

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Description

We wrote a series of examples for the PyMC labs blogpost: https://www.pymc-labs.io/blog-posts/out-of-model-predictions-with-pymc/

It would be good to write a more technical companion that explains exactly how sample_posterior_predictive works and why it works this way, and when is it valid/not valid to use if for out-of-model predictions.

There is a long thread here that highlights aspects of the current behavior that are unclear / surprising for most users (including developers): https://github.com/pymc-devs/pymc/issues/6047

Note: This is not a beginner friendly issue.

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