Posts by Christian Luhmann
Hierarchical Partial Pooling
- 28 January 2023
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.
Sampler Statistics
- 31 May 2022
When checking for convergence or when debugging a badly behaving sampler, it is often helpful to take a closer look at what the sampler is doing. For this purpose some samplers export statistics for each generated sample.
General API quickstart
- 31 May 2022
Models in PyMC are centered around the Model class. It has references to all random variables (RVs) and computes the model logp and its gradients. Usually, you would instantiate it as part of a with context: