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Bayesian Analysis with Python

Bayesian Analysis with Python

By : Osvaldo Martin
3.2 (17)
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Bayesian Analysis with Python

Bayesian Analysis with Python

3.2 (17)
By: Osvaldo Martin

Overview of this book

The second edition of Bayesian Analysis with Python is an introduction to the main concepts of applied Bayesian inference and its practical implementation in Python using PyMC3, a state-of-the-art probabilistic programming library, and ArviZ, a new library for exploratory analysis of Bayesian models. The main concepts of Bayesian statistics are covered using a practical and computational approach. Synthetic and real data sets are used to introduce several types of models, such as generalized linear models for regression and classification, mixture models, hierarchical models, and Gaussian processes, among others. By the end of the book, you will have a working knowledge of probabilistic modeling and you will be able to design and implement Bayesian models for your own data science problems. After reading the book you will be better prepared to delve into more advanced material or specialized statistical modeling if you need to.
Table of Contents (11 chapters)
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9
Where To Go Next?

Cox processes

Let's now return to the example of modeling count data. We will see two examples; one with a time varying rate and one with a 2D-spatially varying rate. In order to do this, we will use a Poisson likelihood and the rate will be modeled using a Gaussian process. Because the rate of the Poisson distribution is limited to positive values, we will use an exponential as the inverse link function, as we did for the zero-inflated Poisson regression from Chapter 4, Generalizing Linear Models.

In the literature, the variable rate also appears with the name intensity; thus, this type of problem is known as intensity estimation. Also, this type of model is often referred to as a Cox model. A Cox model is a type of Poisson process, where the rate is itself a stochastic process. Just as a Gaussian process is a collection of random variables, where every finite collection...

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