Questions tagged [pymc3]

PyMC (formerly PyMC3) is a Python module that implements Bayesian statistical models and fitting algorithms, including Markov chain Monte Carlo. Its flexibility and extensibility make it applicable to a large suite of problems. Along with core sampling functionality, PyMC includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.

PyMC is a Python module that implements Bayesian statistical models and fitting algorithms, including Markov chain Monte Carlo.

Its flexibility and extensibility make it applicable to a large suite of problems. Along with core sampling functionality, PyMC includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.

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ImportError: Missing Required Dependencies [ 'dateutil' ]

I tried to use a code, where I use pymc3, but I get an error: ImportError: Missing required dependencies ['dateutil']. I installed dateutil, but it still gives me this error.
VD97
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having two input matrices in regression

I wish to learn some coefficients of which some are sparse, and others are simply regularised as usual. The sparse part is done keeping Relevance Vector Machines in mind. My model is as follows: with pm.Model() as model: b0 =…
sachinruk
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Hierarchical linear regression in PyMC3, converging issues

(This question is probably easier to understand if you have access to Kruschke's Doing Bayesian Data Analysis book, since I'm trying to build the model on p 493) Basically I'm trying to build this model…
Jon Sjöberg
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Creating Emax model in pymc3

I am trying to build an Emax model using pymc3 based on the data and model in this video.. (about 40mins in) https://www.youtube.com/watch?v=U9Nf-ZYHRQA&feature=youtu.be&list=PLvLDbH2lpyXNGV8mpBdF7EFK9LQJzGL-Y Here is a screen shot showing the…
user2870492
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PYMC / Theano memory usage with sparse matrices

I am using the latest version of PYMC3 / Theano to compute the MAP estimate for the following simple logistic regression model: w ~ N(0, 1) y ~ Bin(σ(Xw)) My features are strictly categorical, and I am using one-hot encoding to transform the design…
Igor Raush
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Getting input dimensions in pymc3 correct

Say I have 10 coins from the same mint, I flip them each 50 times, now I want to estimate bias of the mint as well as the individual bias of all the coins. The way I want to do this is like this: # Generate a list of 10 arrays with 50 flips in…
Jon Sjöberg
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Mixture model of a normal and constant

I'd like to model a distribution which is a mixture of a Normal and the constant 0. I couldn't find a solution because in all the mixture examples I've found the class of distribution is the same for every category. Here is some code to illustrate…
smatting
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Learning a single parameter in pymc

I am a beginner with pymc, and I am also quite new to Bayesian learning. Thus, this question might seem awkward due to a lack of understanding. I worked through the tutorial, and afterwards I tried my own example. I generated some exponentially…
Xiphias
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pymc3 / theano error when using power function

I am trying to recreate this example of bayesian PK/PD modelling using pymc3..... The video shows the WinBUGS code and I am trying to convert to pymc3 https://www.youtube.com/watch?v=AQDXRoBan6Y model…
user2870492
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Fit multiple models using same prior

I want to fit a series of Bayesian models where I have a unique prior. Each model will basically have its own vector of observations. For instance, let's say I want to find the conversion rate for each product in a website. I could use the website's…
Gianluca
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Theano Scan and Repeat

In Theano, there is an option to use the repeat function T.repeat(A,B) and supply a pair of vectors, such that each element of A[i] is repeated B[i] times. Unfortunately, this operation has no defined gradient (it throws a notimplemented exception)…
analystic
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Incorrect inference with NUTS in pymc3

I'm getting what appears to be an incorrect posterior in pymc3 using NUTS for a very simple continuous toy model. The posterior disagrees with both analytic calculation and with the Metropolis posterior. In the code that follows, I've generated…
deepee
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PyMC3: Theano's cxxflags not properly configured

I have been running find_MAP() from pymc3. It has been giving me same error though out. /tmp/ccVQvbdJ.s: Assembler messages: /tmp/ccVQvbdJ.s:1326: Error: no such instruction: `vfnmadd312sd .LC14(%rip),%xmm2,%xmm1' /tmp/ccVQvbdJ.s:1327: Error: no…
pg2455
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TypeError: MaxAndArgmax needs a constant axis for arbitrary / custom distribution function

I am trying to define a multivariate, continuous, custom/arbitrary distribution function that is quite complex and sample from it using the NUTS. I am receiving the following error when I do: ERROR (theano.gof.opt): SeqOptimizer apply…
Alex Reiner
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What is the PyMC3 equivalent of the 'pymc.rnormal' function?

Is there a PyMC3 equivalent to the pymc.rnormal function, or has it been dropped in favor of numpy.random.normal?
herman
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