Book Image

Bayesian Analysis with Python - Third Edition

By : Osvaldo Martin
Book Image

Bayesian Analysis with Python - Third Edition

By: Osvaldo Martin

Overview of this book

The third edition of Bayesian Analysis with Python serves as an introduction to the main concepts of applied Bayesian modeling using PyMC, a state-of-the-art probabilistic programming library, and other libraries that support and facilitate modeling like ArviZ, for exploratory analysis of Bayesian models; Bambi, for flexible and easy hierarchical linear modeling; PreliZ, for prior elicitation; PyMC-BART, for flexible non-parametric regression; and Kulprit, for variable selection. In this updated edition, a brief and conceptual introduction to probability theory enhances your learning journey by introducing new topics like Bayesian additive regression trees (BART), featuring updated examples. Refined explanations, informed by feedback and experience from previous editions, underscore the book's emphasis on Bayesian statistics. You will explore various models, including hierarchical models, generalized linear models for regression and classification, mixture models, Gaussian processes, and BART, using synthetic and real datasets. By the end of this book, you will possess a functional understanding of probabilistic modeling, enabling you to design and implement Bayesian models for your data science challenges. You'll be well-prepared to delve into more advanced material or specialized statistical modeling if the need arises.
Table of Contents (15 chapters)
Preface
12
Bibliography
13
Other Books You May Enjoy
14
Index

10.11 Keep calm and keep trying

What should we do when diagnostics show problems? We should try to fix them. Sometimes, PyMC will provide suggestions on what to change. Pay attention to those suggestions, and you will save a lot of debugging time. Here, I have listed a few common actions you could take:

  • Check for typos or other silly mistakes. It is super common even for experts to make ”silly” mistakes. If you misspell the name of a variable, it is highly likely that the model will not even run. But sometimes the mistake is more subtle, and you still get a syntactically valid model that runs, but with the wrong semantics.

  • Increase the number of samples. This might help for very mild problems, like when you’re close to the target ESS (or MCSE), or when ^R is slightly higher than 1.01 but not too much.

  • Remove some samples from the beginning of the trace. When checking a trace plot, you may observe that a few samples from the first few steps have overall higher or...