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Bayesian Analysis with Python

Bayesian Analysis with Python

By : Osvaldo Martin
3.4 (10)
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Bayesian Analysis with Python

Bayesian Analysis with Python

3.4 (10)
By: Osvaldo Martin

Overview of this book

The purpose of this book is to teach the main concepts of Bayesian data analysis. We will learn how to effectively use PyMC3, a Python library for probabilistic programming, to perform Bayesian parameter estimation, to check models and validate them. This book begins presenting the key concepts of the Bayesian framework and the main advantages of this approach from a practical point of view. Moving on, we will explore the power and flexibility of generalized linear models and how to adapt them to a wide array of problems, including regression and classification. We will also look into mixture models and clustering data, and we will finish with advanced topics like non-parametrics models and Gaussian processes. With the help of Python and PyMC3 you will learn to implement, check and expand Bayesian models to solve data analysis problems.
Table of Contents (10 chapters)
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9
Index

Chapter 4. Understanding and Predicting Data with Linear Regression Models

In this chapter, we are going to see one of the most widely used models in statistics and machine learning: the linear regression model. This model is very useful on its own and also can be considered as a building block of several other methods. If you took a statistics course (even a non-Bayesian one), you may have heard of simple and multiple linear regression, logistic regression, ANOVA, ANCOVA, and so on. All these methods are variations of the same underlying motif, the linear regression model, and this is the main topic of this chapter.

In this chapter, we will cover the following topics:

  • Linear regression models
  • Simple linear regression
  • Robust linear regression
  • Hierarchical linear regression
  • Polynomial regression
  • Multiple linear regression
  • Interactions
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Bayesian Analysis with Python
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