Markov chain Monte Carlo (MCMC) methods are a class of algorithms for sampling from a probability distribution based on constructing a Markov chain that has the desired distribution as its equilibrium distribution. The state of the chain after a number of steps is then used as a sample of the desired distribution
Questions tagged [mcmc]
6 questions
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Use of PYMC distribution.dist()
In pymc3 documentation, it specifies that the .dist() member for distribution allows the distribution to be used without a model for sampling and use of the logp functions e.g.
d_dist = pm.HalfCauchy.dist(beta=2.5, shape=3)
however, an example I…
rocklegend
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Varying strength of prior for MCMC hierarchical linear model
I am training an MCMC model in using Pymc3.
My aim is to build a series of linear regression models which will predict the time to unload a truck, based on the number of crates to unload.
I have data for 2000 locations and they are divided into 4…
Tom
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the probability distribution of dependent variables
There are three variables, X3 is a function of X1 and X2, X2 also depends on X1.The dependency relationship is shown as the following graph.
In specific, X3= f(X1, x2) and X2=g(X1). Therefore, X3=f(X1, g(X1)). If the probabilistic distribution of…
user297850
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PyMC3 do not converge
I'm trying to run a simple logistic regression on PyMC3. Here the code:
with pm.Model() as logistic_model:
alpha=pm.Normal('alpha', mu=0, sd=100)
beta1=pm.Normal('beta', mu=0, sd=100)
beta2=pm.Normal('beta2', mu=0, sd=100)
…
Vincenzo Lavorini
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Specifically how does MCMC update posteriors?
I'm learning about MCMC as it relates to Bayesian networks. As far as I can tell, MCMC operates with rejection sampling, but also updates the posterior distribution of the target variable in the network.
My question is: in which conditions do the…
Oliver Foster
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Programming language for faster MCMC (faster than Python/Julia/Rust)
I am looking for a programming language to accelerate performance of my Markov Chain Monte Carlo code. The code is written in Python and does not use any special MCMC libraries (like PyMC or Stan) - what I need is basically:
sampling random numbers…
Roger V.
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