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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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Linear models and non-linear data

In Chapter 3, Modeling with Linear Regression, and Chapter 4, Generalizing Linear Models, we learned to build models of the general form:

Here, is a parameter for some probability distribution (for example, the mean of a Gaussian), the parameter of a binomial, the rate of a Poisson distribution, and so on. We call the inverse link function and is a function that is the square root or a polynomial function. For the simple linear regression case, is the identity function.

Fitting (or learning) a Bayesian model can be seen as finding the posterior distribution of the weights , and thus, this is known as the weight-view of approximating functions. As we have already seen, with the polynomial regression example, by letting be a non-linear function, we can map the inputs onto a feature space. We then fit a linear relation in the feature space...

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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