/mcmc_demo_2019

MCMC demo for Bayesian reading group

Primary LanguageJupyter NotebookMIT LicenseMIT

mcmc_demo_2019

MCMC demo for Bayesian reading group using pymc2 for inference.

See mc_2019.ipynb

Topics

  • Fitting a normal with unknown parameters
  • Fitting a uniform with transformed parameters
  • Basic diagnostics and convergence checks
  • Simple univariate Bayesian linear regression
  • Multivariate logistic regression on the iris dataset
  • Piecewise/switchpoint linear regression of global poverty data
  • Modelling a mixture of Gaussians with a Dirichlet prior
  • Data imputation in quadratic regression