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Bayesian Analysis with Python

You're reading from   Bayesian Analysis with Python Introduction to statistical modeling and probabilistic programming using PyMC3 and ArviZ

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Product type Paperback
Published in Dec 2018
Publisher Packt
ISBN-13 9781789341652
Length 356 pages
Edition 2nd Edition
Languages
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Author (1):
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Osvaldo Martin Osvaldo Martin
Author Profile Icon Osvaldo Martin
Osvaldo Martin
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Table of Contents (11) Chapters Close

Preface 1. Thinking Probabilistically FREE CHAPTER 2. Programming Probabilistically 3. Modeling with Linear Regression 4. Generalizing Linear Models 5. Model Comparison 6. Mixture Models 7. Gaussian Processes 8. Inference Engines 9. Where To Go Next?
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Summarizing the posterior

Generally, the first task we will perform after sampling from the posterior is check what the results look like. The plot_trace function from ArviZ is ideally suited to this task:

az.plot_trace(trace)
Figure 2.1

By using az.plot_trace, we get two subplots for each unobserved variable. The only unobserved variable in our model is . Notice that y is an observed variable representing the data; we do not need to sample that because we already know those values. Thus, in Figure 2.1, we have two subplots. On the left, we have a Kernel Density Estimation (KDE) plot; this is like the smooth version of the histogram. On the right, we get the individual sampled values at each step during the sampling. From the trace plot, we can visually get the plausible values from the posterior. You should compare this result using PyMC3 with those from the previous chapter...

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