Posts tagged pymc3.Slice

Lasso regression with block updating

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.

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GLM: Robust Regression using Custom Likelihood for Outlier Classification

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

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