calibration_histogram#
- bayesflow.diagnostics.calibration_histogram(estimates: dict[str, ndarray] | ndarray, targets: dict[str, ndarray] | ndarray, variable_keys: Sequence[str] = None, variable_names: Sequence[str] = None, figsize: Sequence[float] = None, num_bins: int = 10, binomial_interval: float = 0.99, label_fontsize: int = 16, title_fontsize: int = 18, tick_fontsize: int = 12, color: str = '#132a70', num_col: int = None, num_row: int = None) Figure[source]#
Creates and plots publication-ready histograms of rank statistics for simulation-based calibration (SBC) checks according to [1].
Any deviation from uniformity indicates miscalibration and thus poor convergence of the networks or poor combination between generative model / networks.
[1] Talts, S., Betancourt, M., Simpson, D., Vehtari, A., & Gelman, A. (2018). Validating Bayesian inference algorithms with simulation-based calibration. arXiv preprint arXiv:1804.06788.
- Parameters:
- estimatesnp.ndarray of shape (n_data_sets, n_post_draws, n_params)
The posterior draws obtained from n_data_sets
- targetsnp.ndarray of shape (n_data_sets, n_params)
The prior draws obtained for generating n_data_sets
- variable_keyslist or None, optional, default: None
Select keys from the dictionaries provided in estimates and targets. By default, select all keys.
- variable_nameslist or None, optional, default: None
The parameter names for nice plot titles. Inferred if None
- figsizetuple or None, optional, defaultNone
The figure size passed to the matplotlib constructor. Inferred if None
- num_binsint, optional, default: 10
The number of bins to use for each marginal histogram
- binomial_intervalfloat in (0, 1), optional, default: 0.99
The width of the confidence interval for the binomial distribution
- label_fontsizeint, optional, default: 16
The font size of the y-label text
- title_fontsizeint, optional, default: 18
The font size of the title text
- tick_fontsizeint, optional, default: 12
The font size of the axis ticklabels
- colorstr, optional, default ‘#a34f4f’
The color to use for the histogram body
- num_rowint, optional, default: None
The number of rows for the subplots. Dynamically determined if None.
- num_colint, optional, default: None
The number of columns for the subplots. Dynamically determined if None.
- Returns:
- fplt.Figure - the figure instance for optional saving
- Raises:
- ShapeError
If there is a deviation form the expected shapes of estimates and targets.