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Introduce weights keyword to plot_kde #2345

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jvaara opened this issue Apr 26, 2024 · 1 comment
Open

Introduce weights keyword to plot_kde #2345

jvaara opened this issue Apr 26, 2024 · 1 comment

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@jvaara
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jvaara commented Apr 26, 2024

Certain Approximate Bayes Computation packages provide samples with weights; it would be useful to be able to use plot_kde directly for these applications.

At least for the stats.density_utils._fast_kde_2d, it would be a straightforward modification.

Cheers

@tomicapretto
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Given how the KDE is implemented in ArviZ, using a grid of points, we first need to consider how to account for the weights in the binning. This seems to be already solved in KDEpy https://github.com/tommyod/KDEpy/blob/master/KDEpy/binning.py

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