In the linear regression model y= x_coff*X+ sigma+N(0,sigma^2), pymc3 can make sigma to be inferred as in http://pymc-devs.github.io/pymc3/notebooks/GLM-linear.html#Bayesian-GLMs-in-PyMC3 [sigma_pymc3] However, in the tutorial of Edward, I found most of the standard deviation of dependent variable…

chi sq and gamma do not look good choice. see this [image] A toy normal model failed (klqp) and why? Thank you so much!!. Well, when I run the inference.run() the results are too different. I guess that is because of the inverse gamma distribution. I appreciate your not…

Thank you ecosang. Though it is a painful process to implement a log normal distribution in the open source code, it really works. Now the results is mush better.

Hi Edison, Do you mind share your code here? I have written a KLqp with standard deviation as dependent variables but the code failed to infer correctly. Here is how I define the variable: qsigma = ed.models.TransformedDistribution( distribution=ed.models.Normal(loc=1., scale=0.1), b…

How to make the standard deviation of the dependent variable to be inferred?

ecosang August 4, 2017, 12:08am 2

chi sq and gamma do not look good choice. see this

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How to make the standard deviation of the dependent variable to be inferred?

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