Posts tagged pymc3.HalfNormal

Multivariate Gaussian Random Walk

25 September 2021
Category: beginner
Tags: linear model pymc3.HalfNormal pymc3.LKJCholeskyCov pymc3.Model pymc3.MvGaussianRandomWalk pymc3.Normal regression time series

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.

Rolling Regression

15 September 2021
Category: intermediate
Tags: generalized linear model pymc3.Exponential pymc3.GaussianRandomWalk pymc3.HalfCauchy pymc3.HalfNormal pymc3.Model pymc3.Normal regression

Pairs trading is a famous technique in algorithmic trading that plays two stocks against each other.

Getting started with PyMC3

30 August 2021
Category: beginner
Tags: exploratory analysis glm mcmc pymc3.Data pymc3.Deterministic pymc3.DiscreteUniform pymc3.Exponential pymc3.GaussianRandomWalk pymc3.HalfNormal pymc3.Model pymc3.Normal pymc3.Poisson pymc3.Slice pymc3.StudentT

Authors: John Salvatier, Thomas V. Wiecki, Christopher Fonnesbeck

A Hierarchical model for Rugby prediction

30 August 2021
Category: intermediate
Tags: hierarchical pymc3.Data pymc3.Deterministic pymc3.HalfNormal pymc3.Model pymc3.Normal pymc3.Poisson sports

Based on the following blog post: Daniel Weitzenfeld’s, which based on the work of Baio and Blangiardo.