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

6.11 Exercises

  1. Read the Bambi documentation ( https://bambinos.github.io/bambi/) and learn how to specify custom priors.

  2. Apply what you learned in the previous point and specify a HalfNormal prior for the slope of model_t.

  3. Define a model like model_poly4, but using raw polynomials, compare the coefficients and the mean fit of both models.

  4. Explain in your own words what a distributional model is.

  5. Expand model_spline to a distributional model. Use another spline to model the α parameter of the NegativeBinomial family.

  6. Create a model named model_p2 for the body_mass with the predictors bill_length, bill_depth, flipper_length, and species.

  7. Use LOO to compare the model in the previous point and model_p.

  8. Use the functions in the interpret module to interpret model_p2. Use both plots and tables.