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Description
Re-create the R loo vignette for moment matching https://mc-stan.org/loo/articles/loo2-moment-matching.html with PyMC. This will be a more in-depth example of how to use loo_moment_match
from arviz-stats and the benefits it brings by avoiding exact re-fitting for problematic observations.
We can add a link to this new tutorial in the example docstring for loo_moment_match
in arviz-stats.
OriolAbril
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