Bayesian Regression in PYMC3 using MCMC & Variational Inference

Posted on Wed 07 November 2018 in data-science • Tagged with machine-learning, probabilistic-programming, python, pymc3


Conducting a Bayesian data analysis - e.g. estimating a Bayesian linear regression model - will usually require some form of Probabilistic Programming Language (PPL), unless analytical approaches (e.g. based on conjugate prior models), are appropriate for the task at hand. More often than not, PPLs implement Markov Chain Monte Carlo …

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