PyMC3 is a Python package for probabilistic programing. It includes the capability to construct Bayesian, Markov chain Monte Carlo (MCMC), and variational inference (VI) models.
Questions tagged [pymc3]
3 questions
2
votes
0 answers
PyMC3: how to efficiently regress on many variables?
I am sorry ahead of time if this seems like a basic question, but I had difficulty finding resources online addressing this. In PyMC3, when building a basic model of a few variables, it is easy to define each on their own, like…
Coolio2654
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1
vote
1 answer
How can I deal with a computationally expensive simulator method in Sequential Monte Carlo/Approximate Bayesian Computation?
I am doing Approximate Bayesian Computation with Sequential Monte Carlo with PyMC in a way that is similar to what is described in this example of the PyMC documentation. The motivation for choosing this approach is that I have a simulator method…
lm1909
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0 answers
Bayesian linear regression using pymc
Assume three features: $x_1,x_2,x_3,$ and a continuous label $y.$ I want to use pymc in python to fit a Bayesian linear regression based on training samples. I was asked for two questions:
At what $x_3$, $y$ is a maximum?
Provide a distribution of…
user6703592
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