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You're reading from  Bayesian Analysis with Python. - Second Edition

Product typeBook
Published inDec 2018
Reading LevelIntermediate
PublisherPackt
ISBN-139781789341652
Edition2nd Edition
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Osvaldo Martin
Osvaldo Martin
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Osvaldo Martin

Osvaldo Martin is a researcher at CONICET, in Argentina. He has experience using Markov Chain Monte Carlo methods to simulate molecules and perform Bayesian inference. He loves to use Python to solve data analysis problems. He is especially motivated by the development and implementation of software tools for Bayesian statistics and probabilistic modeling. He is an open-source developer, and he contributes to Python libraries like PyMC, ArviZ and Bambi among others. He is interested in all aspects of the Bayesian workflow, including numerical methods for inference, diagnosis of sampling, evaluation and criticism of models, comparison of models and presentation of results.
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Generalized linear models

One of the core ideas of this chapter is rather simple: in order to predict the mean of an output variable, we can apply an arbitrary function to a linear combination of input variable.

Where is a function, we will call inverse link function. There are many inverse link functions we can choose; probably the simplest one is the identity function. This is a function that returns the same value used as its argument. All models from Chapter 3, Modeling with Linear Regression used the identity function, and for simplicity we just omit it. The identity function may not be very useful on its own, but it allows us to think of several different models in a more unified way.

Why do we call f, the inverse link function, instead of just the link function? Because traditionally people apply functions to the other side of equation 4.1, and unfortunately for us,...
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Bayesian Analysis with Python. - Second Edition
Published in: Dec 2018Publisher: PacktISBN-13: 9781789341652

Author (1)

author image
Osvaldo Martin

Osvaldo Martin is a researcher at CONICET, in Argentina. He has experience using Markov Chain Monte Carlo methods to simulate molecules and perform Bayesian inference. He loves to use Python to solve data analysis problems. He is especially motivated by the development and implementation of software tools for Bayesian statistics and probabilistic modeling. He is an open-source developer, and he contributes to Python libraries like PyMC, ArviZ and Bambi among others. He is interested in all aspects of the Bayesian workflow, including numerical methods for inference, diagnosis of sampling, evaluation and criticism of models, comparison of models and presentation of results.
Read more about Osvaldo Martin