While I’m on a microblogging spree, I’ve been meaning to link to this informative comparison of pymc, emcee, and pystan: http://jakevdp.github.io/blog/2014/06/14/frequentism-and-bayesianism-4-bayesian-in-python/
Tag Archives: pymc
Here is an interesting StackOverflow question, about a model for data distributed as the sum of two uniforms with unknown support. I was surprised how hard it was for me.
I think the future of probabilistic programming should be to make a model for this easy to code.
I’ve had no teaching responsibilities over the last quarter, and I must miss it. I’ve found myself responding to PyMC questions on StackOverflow more than ever before. It is an interesting window into what is hard in Bayesian computation. Checking (and achieving) MCMC convergence is one thing that is hard. Here are some questions and answers that include it:
The PyMC documentation is a little slim on the topic of defining a custom sampler, and I had to figure it out for some DisMod work over the years. Here is a minimal example of how I did it, in answer to a CrossValidated question.