Posts in beginner
Splines in PyMC3
- 08 October 2021
- Category: beginner
Often, the model we want to fit is not a perfect line between some \(x\) and \(y\). Instead, the parameters of the model are expected to vary over \(x\). There are multiple ways to handle this situation, one of which is to fit a spline. The spline is effectively multiple individual lines, each fit to a different section of \(x\), that are tied togehter at their boundaries, often called knots. Below is an exmaple of how to fit a spline using the Bayesian framework PyMC3.
Multivariate Gaussian Random Walk
- 25 September 2021
- Category: beginner
This notebook shows how to fit a correlated time series using multivariate Gaussian random walks (GRWs). In particular, we perform a Bayesian regression of the time series data against a model dependent on GRWs.
Getting started with PyMC3
- 30 August 2021
- Category: beginner
Authors: John Salvatier, Thomas V. Wiecki, Christopher Fonnesbeck