Posts tagged pymc3.Uniform
Using a “black box” likelihood function (numpy)
- 16 December 2021
- Category: beginner
This notebook in part of a set of two twin notebooks that perform the exact same task, this one uses numpy whereas this other one uses Cython
GLM: Robust Regression using Custom Likelihood for Outlier Classification
- 17 November 2021
- Category: intermediate
Using PyMC3 for Robust Regression with Outlier Detection using the Hogg 2010 Signal vs Noise method.
Sequential Monte Carlo
- 19 October 2021
- Category: beginner
Sampling from distributions with multiple peaks with standard MCMC methods can be difficult, if not impossible, as the Markov chain often gets stuck in either of the minima. A Sequential Monte Carlo sampler (SMC) is a way to ameliorate this problem.
Hierarchical Partial Pooling
- 07 October 2021
- Category: intermediate
Suppose you are tasked with estimating baseball batting skills for several players. One such performance metric is batting average. Since players play a different number of games and bat in different positions in the order, each player has a different number of at-bats. However, you want to estimate the skill of all players, including those with a relatively small number of batting opportunities.
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.
Gaussian Mixture Model
- 18 September 2021
- Category: intermediate
Original NB by Abe Flaxman, modified by Thomas Wiecki