Is there a way to run PSIS LOO CV(or even Bayes factor) with ADVI implemented with cmdstanpy?

[kshvov]

Hi,
It seems like Arviz doesn’t support ADVI, and was wondering if there are any alternatives.
Thanks in advance.

[ahartikainen]

You can unpack your samples manually for from_dictor use xarray option in latest cmdstanpy.