Posts tagged pymc3.LKJCholeskyCov
A Primer on Bayesian Methods for Multilevel Modeling
- 09 November 2021
- Category: intermediate
Hierarchical or multilevel modeling is a generalization of regression modeling. Multilevel models are regression models in which the constituent model parameters are given probability models. This implies that model parameters are allowed to vary by group. Observational units are often naturally clustered. Clustering induces dependence between observations, despite random sampling of clusters and random sampling within clusters.
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.