Book Image

Bayesian Analysis with Python - Second Edition

By : Osvaldo Martin
4.5 (2)
Book Image

Bayesian Analysis with Python - Second Edition

4.5 (2)
By: Osvaldo Martin

Overview of this book

The second edition of Bayesian Analysis with Python is an introduction to the main concepts of applied Bayesian inference and its practical implementation in Python using PyMC3, a state-of-the-art probabilistic programming library, and ArviZ, a new library for exploratory analysis of Bayesian models. The main concepts of Bayesian statistics are covered using a practical and computational approach. Synthetic and real data sets are used to introduce several types of models, such as generalized linear models for regression and classification, mixture models, hierarchical models, and Gaussian processes, among others. By the end of the book, you will have a working knowledge of probabilistic modeling and you will be able to design and implement Bayesian models for your own data science problems. After reading the book you will be better prepared to delve into more advanced material or specialized statistical modeling if you need to.
Table of Contents (11 chapters)
9
Where To Go Next?

Generalized linear models

One of the core ideas of this chapter is rather simple: in order to predict the mean of an output variable, we can apply an arbitrary function to a linear combination of input variable.

Where is a function, we will call inverse link function. There are many inverse link functions we can choose; probably the simplest one is the identity function. This is a function that returns the same value used as its argument. All models from Chapter 3, Modeling with Linear Regression used the identity function, and for simplicity we just omit it. The identity function may not be very useful on its own, but it allows us to think of several different models in a more unified way.

Why do we call f, the inverse link function, instead of just the link function? Because traditionally people apply functions to the other side of equation 4.1, and unfortunately for us,...