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

8.12 Exercises

  1. For the example in the Covariance functions and kernels section, make sure you understand the relationship between the input data and the generated covariance matrix. Try using other input such as data = np.random.normal(size=4).

  2. Rerun the code generating Figure 8.3 and increase the number of samples obtained from the GP prior to around 200. In the original figure, the number of samples is 2. What is the range of the generated values?

  3. For the generated plot in the previous exercise, compute the standard deviation for the values at each point. Do this in the following form:

    • Visually, just observing the plots

    • Directly from the values generated from pz.MVNormal(.).rvs

    • By inspecting the covariance matrix (if you have doubts go back to exercise 1)

    Did the values you get from these three methods match?

  4. Use test points np.linspace(np.floor(x.min()), 20, 100)[:,None] and re-run model_reg. Plot the results. What did you observe? How is this related to the specification...