Blog post on Hierarchical Linear Regression
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Thomas Wiecki
Mar 16, 2014, 9:36:07 AM3/16/14
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Hi,
Sorry for the blog spam but hope this is of interest to some of you:
The Best Of Both Worlds: Hierarchical Linear Regression in PyMC3
http://twiecki.github.io/blog/2014/03/17/bayesian-glms-3/
ThomasSorry for the blog spam but hope this is of interest to some of you:
The Best Of Both Worlds: Hierarchical Linear Regression in PyMC3
http://twiecki.github.io/blog/2014/03/17/bayesian-glms-3/
--
Thomas Wiecki
PhD candidate, Brown University
Quantitative Researcher, Quantopian Inc, Boston
Jonathan Edwards
May 14, 2014, 9:43:16 AM5/14/14
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Hi Thomas,
just like to say how well written the blog post is :) I left a comment on your page, I'm having trouble with
the NUTS Sampler being extremely slow (12 hours and counting on a 1000 row dataser with a similar model).
I'm quite new to pymc are there any simple gotchas that might cause this?
thanks in advance,
Jonny Edwards
just like to say how well written the blog post is :) I left a comment on your page, I'm having trouble with
the NUTS Sampler being extremely slow (12 hours and counting on a 1000 row dataser with a similar model).
I'm quite new to pymc are there any simple gotchas that might cause this?
thanks in advance,
Jonny Edwards
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