sbi.analysis.sbc_rank_plot

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sbi.analysis.sbc_rank_plot#

sbc_rank_plot(ranks, num_posterior_samples, num_bins=None, plot_type='cdf', parameter_labels=None, ranks_labels=None, colors=None, fig=None, ax=None, figsize=None, **kwargs)[source]#

Plot simulation-based calibration ranks as empirical CDFs or histograms.

Additional options can be passed via the kwargs argument, see _sbc_rank_plot.

Parameters:
  • ranks (Tensor | ndarray | List[Tensor] | List[ndarray]) – Tensor of ranks to be plotted shape (num_sbc_runs, num_parameters), or list of Tensors when comparing several sets of ranks, e.g., set of ranks obtained from different methods.

  • num_bins (int | None) – number of bins used for binning the ranks, default is num_sbc_runs / 20.

  • plot_type (str) – type of SBC plot, histograms (“hist”) or empirical cdfs (“cdf”).

  • parameter_labels (List[str] | None) – list of labels for each parameter dimension.

  • ranks_labels (List[str] | None) – list of labels for each set of ranks.

  • colors (List[str] | None) – list of colors for each parameter dimension, or each set of ranks.

  • num_posterior_samples (int)

  • fig (Figure | None)

  • ax (Axes | None)

  • figsize (tuple | None)

Returns:

figure and axis objects.

Return type:

fig, ax