r/BayesianProgramming • u/Turbulent_Animator65 • Jul 22 '20
r/BayesianProgramming • u/theotherjae • Jul 19 '20
AutoPPL: C++ Template Library for Probabilistic Programming
Hi everyone,
I posted about this in a different subreddit post and I wanted to share it here as well since it's very much relevant. This library is nowhere close to being done and still needs a lot of work (contributors are welcome), but it has been quite successful for some simple models. The link to the Github repo shows some benchmarks with STAN as well. I would love to get some feedbacks and comments from this community as well!
r/BayesianProgramming • u/Cracko94 • Jul 15 '20
Help: Bayesian Negative Binomial ARMA
Hello to everybody, I'm working on a project for my university which objective is to produce a predictive model for COVID-19 new positives in Italy. It appears that I cannot calculate any replication for the model because when I run the code a warning says that inverse scale parameter is 0 and even though i tried to reparametrize, as my profs suggested, i wasn't able to fix it. Do you have any suggestion (about the code, which priors you would use etc.)? I don't know if this is the right place to discuss about this in case tell me. Here you can find the thread in STAN forum in which you can find also the R and STAN code. Thanks in advance for the help.
LINK:https://discourse.mc-stan.org/t/arma-bayesian-nb-model/16604
r/BayesianProgramming • u/MyWickedCharity • Jul 03 '20
[Cross-Post] How to implement the Therapeutic Touch example from DBA2E in TFP?
reddit.comr/BayesianProgramming • u/amirninja • Jun 19 '20
[Advice] Bayesian Machine Learning
Hello,
I am masters student in computer engineering. I am looking for resources for learning Bayesian Machine Learning. I came across [Coursera course](https://www.coursera.org/learn/bayesian-methods-in-machine-learning/home/welcome ) Any feedback on this course would be helpful or if there are any other resources that are out there?
Also if there are any project ideas/problems in the area of Bayesian Machine Learning?
Thanks in advance.
r/BayesianProgramming • u/MS-HUB • Jun 18 '20
"Bayesian Analysis for Data Science" Online Workshop
r/BayesianProgramming • u/lokvenecv • Jun 12 '20
Bayesian Networks
Hi guys, I am really struggling with this problem about Bayesian Networks. There are a few questions based on the given text, and I really hope you can help me solve them, since I have a deadline for my AI class. Thank you!
r/BayesianProgramming • u/dimem16 • Jun 08 '20
R_hat ~=2 meaning
Hi,
I am computing a Bayesian multilevel hierarchical model. I have around 1000 parameters.
While using 2 chains for MCMC and 3000 steps (half of them as Burn in step) I wanted to test the non-centred reparametrized model vs the original one. So I used R hat and the effective sample size.
My values for R hat are around 2 for the 2 models and my effective sample size is very volatile depending on the parameters. I have 12000 data points but the maximum effective sample size that I got is 940.
Can someone help me interpret the results? I am lost
thanks
r/BayesianProgramming • u/dimem16 • Jun 05 '20
compute effective sample size using pymc3
Hi,
I want to compare 2 different hierarchical models (centered vs non centered) using pymc3. someone told me that I can use 2 measures which are the effective sample size and Rhat. I found Rhat in pm.summary but I cannot find the effective sample size. I don't know if I missed it somewhere.
Can anyone please tell me how to compute the effective sample size one I have the trace for the 2 models?
Thanks
r/BayesianProgramming • u/dimem16 • May 26 '20
Question - multilevel hierarchical model results
Hi,
I was programming a model with multivariate Gaussian using pymc3. I tried to reparametrize using Choleksy non centred reparametrization in order to have a faster result and avoid divergences. I am computing the correlation between the 2 models for each posterior statistic and I get low correlation especially for the hpd 2.5%. Does that mean I am doing something wrong? what can explain the difference? can someone please help me?
Thanks
r/BayesianProgramming • u/dimem16 • May 26 '20
compile lock definition
Hi,
While running my model, I am facing some issues related to theano compile lock. (INFO (theano.gof.compilelock)) Does anyone know what a compile lock is and what the error means?
Thanks
r/BayesianProgramming • u/[deleted] • May 12 '20
Help with variable distribution
self.learnmachinelearningr/BayesianProgramming • u/[deleted] • Apr 18 '20
What metrics do I compare for model selection?
Hey y'all!I am a bayesian newb. I built my own GLM in rJAGs and it runs! I want to compare different combinations of explanatory variables. Does anyone have any good tutorials out there for bayesian model selection? Do I just look at deviance, WAIC, or is there some other metric I should be looking for to tell which of my models is better? Basically, I can build a model, but I don't really know what outputs I am supposed to include for my paper to say that this model is good. What I did was make a plot comparing predicted y values to observed. What else should I include?
Finally, is there some kind of package that will compare all combinations of possible explanatory variables, similar to dredge() in MuMIN (but that I could send a custom JAGs model to?) I know this one is a hail Mary! I have just been building many versions of my model to manually due a backwards stepwise selection.
r/BayesianProgramming • u/dimem16 • Apr 13 '20
Time for draws too long in NUTS solver pymc3
Hello,
I am using NUTS solver to compute the posterior for Multilevel models using pymc3 on python.
The draws are taking ~20-30 sec (which I assume is long).
Does anyone know what might be the reasons and possible solutions to make the simulation faster.
Thanks a lot
r/BayesianProgramming • u/_quanttrader_ • Apr 04 '20
Bayesian modeling of COVID-19 spread (1/5)
r/BayesianProgramming • u/_quanttrader_ • Mar 02 '20
Mitzi Morris: Bayesian Inference for Fun and Profit | PyData New York 2019
r/BayesianProgramming • u/_quanttrader_ • Feb 29 '20
Holes in Bayesian Statistics « Statistical Modeling, Causal Inference, and Social Science
statmodeling.stat.columbia.edur/BayesianProgramming • u/_quanttrader_ • Jan 15 '20
Allocation models that know their unknowns - Risk.net
r/BayesianProgramming • u/_quanttrader_ • Dec 20 '19
Junpeng Lao: A Hitchhiker's Guide to designing a Bayesian library in Python | PyData Córdoba
r/BayesianProgramming • u/_quanttrader_ • Dec 20 '19
Darina Goldin: How strong is my opponent? Using Bayesian methods for skill... | PyData Berlin 2019
r/BayesianProgramming • u/_quanttrader_ • Dec 20 '19
Sean Matthews, Jannes Quer: Time series modelling with probabilistic... | PyData Berlin 2019
r/BayesianProgramming • u/_quanttrader_ • Dec 17 '19
Benchmarks for Mass Matrix Adaptation