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

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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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The GLM module

As we discussed at the beginning of this chapter, linear models are very useful statistical tools. Extensions such as the ones we saw in this chapter make them even more general tools. For that reason, PyMC3 includes a module to simplify the creation of linear models: the Generalized Liner Model (GLM) module. For example, a simple linear regression will be as follows:

with pm.Model() as model: 
    glm.glm('y ~ x', data) 
    trace = sample(2000) 

The second line of the preceding code takes care of adding priors for the intercept and for the slope. By default, the intercept is assigned a flat prior, and the slopes an prior. Note that the maximum a posteriori (MAP) of the default model will be essentially equivalent to the one obtained using the ordinary least squared method. These is totally fine as a default linear regression; you can change it using...

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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