ArviZ 2021 roadmap

Roadmap topics for 2021

TFP

• Clean up TFP interface for current version and TensorFlow 2
• Provide a "default trace function" that will extract the metrics arviz expects
• Provide example of producing a fully-featured InferenceData object

Plots

1. half-eye, dots, see ggdist https://mjskay.github.io/ggdist/
   • Better than violin, smaller, and there are better variations
2. Dot plots

• Useful if people need to infer talk probabilities

3. Calibration plot for classification, see. e.g. https://avehtari.github.io/modelselection/diabetes.html
   • Multiclass would be like a pair plots
4. ecdf / ecdf-difference with correct envelopes (more info soon in hopefully Jan)

• loo-pit has further issues with ecdf
• Can be used in convergence diagnostics rater than rank plot

Refitting

• reloo + iwmm? (Importance weigted moment matching in R Loo package and supported by BRMS)
  • Can improve results compared to psis loo with less computation time, doesn't always work
  • Can save time for people, but requires that were using the model again
  • https://arxiv.org/abs/1906.08850