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AustinRochford/pymc3_bsplines.ipynb

Last active September 15, 2022 21:08
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PyMC3 BSplines
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@Qiuchumo
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figure_1
I run your code in Pycharm, but I found delay phenomenon in spline line compare with true line, could you help me how can I solve this problem?

@sammosummo
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I think that's just what happened in your particular case. Here is the output from when I ran it (no delay):

bspline3

@siavashk
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I can understand most of what is happening here, but I am kind of stumped at this line. Why do we need to do a cumulative sum? Are we doing inverse CDF sampling here?
a = pm.Deterministic('a', a0 + (σ_a * Δ_a).cumsum())

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