# Posts tagged pymc3.Normal

## Lasso regression with block updating

- 10 February 2022
- Category: beginner

Sometimes, it is very useful to update a set of parameters together. For example, variables that are highly correlated are often good to update together. In PyMC block updating is simple. This will be demonstrated using the parameter `step`

of `pymc.sample`

.

## Binomial regression

- 09 February 2022
- Category: beginner

This notebook covers the logic behind Binomial regression, a specific instance of Generalized Linear Modelling. The example is kept very simple, with a single predictor variable.

## Bayesian regression with truncated or censored data

- 09 January 2022
- Category: beginner

The notebook provides an example of how to conduct linear regression when your outcome variable is either censored or truncated.

## GLM: Model Selection

- 08 January 2022
- Category: intermediate

A fairly minimal reproducable example of Model Selection using WAIC, and LOO as currently implemented in PyMC3.

## Bayesian Estimation Supersedes the T-Test

- 07 January 2022
- Category: beginner

Non-consecutive header level increase; H1 to H3 [myst.header]

## Bayesian Additive Regression Trees: Introduction

- 21 December 2021
- Category: intermediate, explanation

Bayesian additive regression trees (BART) is a non-parametric regression approach. If we have some covariates \(X\) and we want to use them to model \(Y\), a BART model (omitting the priors) can be represented as:

## Using shared variables (Data container adaptation)

- 16 December 2021
- Category: beginner

The `pymc.Data`

container class wraps the theano shared variable class and lets the model be aware of its inputs and outputs. This allows one to change the value of an observed variable to predict or refit on new data. All variables of this class must be declared inside a model context and specify a name for them.

## Using a “black box” likelihood function (numpy)

- 16 December 2021
- Category: beginner

This notebook in part of a set of two twin notebooks that perform the exact same task, this one uses numpy whereas this other one uses Cython

## GLM: Robust Regression using Custom Likelihood for Outlier Classification

- 17 November 2021
- Category: intermediate

Using PyMC3 for Robust Regression with Outlier Detection using the Hogg 2010 Signal vs Noise method.

## Estimating parameters of a distribution from awkwardly binned data

- 23 October 2021
- Category: intermediate

Let us say that we are interested in inferring the properties of a population. This could be anything from the distribution of age, or income, or body mass index, or a whole range of different possible measures. In completing this task, we might often come across the situation where we have multiple datasets, each of which can inform our beliefs about the overall population.

## Variational Inference: Bayesian Neural Networks

- 20 October 2021
- Category: intermediate

There are currently three big trends in machine learning: **Probabilistic Programming**, **Deep Learning** and “**Big Data**”. Inside of PP, a lot of innovation is in making things scale using **Variational Inference**. In this blog post, I will show how to use **Variational Inference** in PyMC3 to fit a simple Bayesian Neural Network. I will also discuss how bridging Probabilistic Programming and Deep Learning can open up very interesting avenues to explore in future research.

## Multivariate Gaussian Random Walk

- 25 September 2021
- Category: beginner

This notebook shows how to fit a correlated time series using multivariate Gaussian random walks (GRWs). In particular, we perform a Bayesian regression of the time series data against a model dependent on GRWs.

## GLM: Mini-batch ADVI on hierarchical regression model

- 23 September 2021
- Category: intermediate

Unlike Gaussian mixture models, (hierarchical) regression models have independent variables. These variables affect the likelihood function, but are not random variables. When using mini-batch, we should take care of that.

## Probabilistic Matrix Factorization for Making Personalized Recommendations

- 20 September 2021
- Category: intermediate

So you are browsing for something to watch on Netflix and just not liking the suggestions. You just know you can do better. All you need to do is collect some ratings data from yourself and friends and build a recommendation algorithm. This notebook will guide you in doing just that!

## Marginalized Gaussian Mixture Model

- 18 September 2021
- Category: intermediate

Gaussian mixtures are a flexible class of models for data that exhibits subpopulation heterogeneity. A toy example of such a data set is shown below.

## Dirichlet process mixtures for density estimation

- 16 September 2021
- Category: advanced

The Dirichlet process is a flexible probability distribution over the space of distributions. Most generally, a probability distribution, \(P\), on a set \(\Omega\) is a [measure](https://en.wikipedia.org/wiki/Measure_(mathematics%29) that assigns measure one to the entire space (\(P(\Omega) = 1\)). A Dirichlet process \(P \sim \textrm{DP}(\alpha, P_0)\) is a measure that has the property that, for every finite disjoint partition \(S_1, \ldots, S_n\) of \(\Omega\),

## Rolling Regression

- 15 September 2021
- Category: intermediate

Pairs trading is a famous technique in algorithmic trading that plays two stocks against each other.