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Store information about which sampling method or algorithm was used

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data

调研方向

首先查看 issue #130 中的讨论,以及这里提到的当前 pointwise 矩阵和 diagnostics 结构。确定每个观测的采样方法元数据应存放在哪里,以及应如何表示 psis、refit、psis-mm 和子采样等方法。确定了存储位置和命名方案后,即视为完成。

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描述

This was briefly discussed in #130 , but I am making it a separate issue so that the discussion does not get lost. I will copy what was discussed there:

It would be convenient to store information about which algorithm the elpd values come from. Since moment matching and refitting operate on individual observations, the information should be stored separately for each observation. For example, by default this value could be the same as is_method for all observations, but moment matching or refitting could change it from, say, psis to refit or psis-mm for some observations.

Details to discuss that come to my head at this moment

  • Where to store it? pointwise is currently a matrix, could we make it a data frame to include a column with text? It could also be an element in diagnostics?
  • What kind of information to include and how to name the different options (is method/moment matching/refit)? It seems that even is_method is currently not stored anywhere. Probably subsampling would be indicated here as well?
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