Posts tagged generalized linear model
Hierarchical Binomial Model: Rat Tumor Example
- 11 November 2021
- Category: intermediate
This short tutorial demonstrates how to use PyMC3 to do inference for the rat tumour example found in chapter 5 of Bayesian Data Analysis 3rd Edition [Gelman et al., 2013]. Readers should already be familliar with the PyMC3 API.
GLM: Mini-batch ADVI on hierarchical regression model
- 23 September 2021
- Category: intermediate
Unlike Gaussian mixture models, (hierarchical) regression models have independent variables. These variables affect the likelihood function, but are not random variables. When using mini-batch, we should take care of that.
Rolling Regression
- 15 September 2021
- Category: intermediate
Pairs trading is a famous technique in algorithmic trading that plays two stocks against each other.