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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
Languages
Python
Concepts
Data Science
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Author (1)
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.
Read more about Osvaldo Martin

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Diagnosing the samples

This section is focused on diagnostic samples for Metropolis and NUTS. Since we are approximating the posterior with a finite number of samples, is important to check whether we have a valid sample—otherwise any analysis from it will be totally flawed. There are several tests we can perform, some are visual and some are quantitative. These tests are designed to spot problems with our samples, but they are unable to prove we have the correct distribution; they can only provide evidence that the sample seems reasonable. If we find problems with the sample, the are many solutions to try:

  • Increase the number of samples.
  • Remove a number of samples from the beginning of the trace. This is known as burn-in. The PyMC3 tuning phase helps reduce the need for burn-in.
  • Modify sampler parameters, such as increasing the length of the tuning phase, or increase...
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Bayesian Analysis with Python. - Second Edition
Published in: Dec 2018Publisher: PacktISBN-13: 9781789341652
© 2018 Packt Publishing Limited All Rights Reserved

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

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