Pathfinder warning message is misleading about stan HOT 4 CLOSED

maybe something like,

"which may indicate poor approximation of the target distribution; re-parameterization may help."

And if re-parameterization may help — hope springs eternal — are there other pathfinder diagnostics or hints on where to start?

from stan.

@avehtari What do you think?

from stan.

maybe something like,

"which may indicate poor approximation of the target distribution; re-parameterization may help."

I think it may still be a good idea to mention misspecification because that's still a possibility. Maybe:

Pareto k value is greater than 0.7 which may indicate a poor approximation 
to the target distribution or model misspecification. 

Or we could say more:

Pareto k value is greater than 0.7 which indicates infinite variance 
of the importance ratios used for resampling. 
This may be due to a poor approximation to the target distribution or model misspecification. 

That's a bit verbose but much more informative. Maybe @avehtari will have a better idea.

from stan.

The model misspecification is not relevant here, and probably was mistakenly carried over from LOO-CV diagnostic.

I would write
"Pareto k diagnostic value is greater than 0.7 which may indicate a poor approximation and indicates that importance resampling is not able to improve the approximation."

from stan.