Can be done in parameter recovery example. PSIS-LOO [available as Turing.jl subpackage](https://github.com/TuringLang/ParetoSmooth.jl) or maybe [here](https://github.com/StatisticalRethinkingJulia/ParetoSmoothedImportanceSampling.jl).
Can be done in parameter recovery example. PSIS-LOO available as Turing.jl subpackage or maybe here.