junpenglao
/ Check_rLKJCorr.py
Last active
August 3, 2017 06:22
Random Correlation matrix using the algorithm in LKJ 2009 (vine method based on a C-vine)
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| """ | |
| Random Correlation matrix (LKJ 2009) output checking | |
| Created on Wed Aug 2 09:09:02 2017 | |
| @author: junpenglao | |
| """ | |
| import numpy as np | |
| from scipy import stats |
junpenglao
/ Bayesian_Mixture_PyMC3.ipynb
Last active
July 16, 2022 20:57
Identifying Bayesian Mixture Models in PyMC3 (port of Stan case study http://mc-stan.org/users/documentation/case-studies/identifying_mixture_models.html)
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junpenglao
/ OOS_Predict_with_Missing.ipynb
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May 9, 2018 22:58
OOS Prediction for regression model with missing data
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junpenglao
/ Marginal Likelihood in Python.ipynb
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June 24, 2024 00:28
Marginal Likelihood in Python and PyMC3, based on the paper reading of "A Tutorial on Bridge Sampling"
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junpenglao
/ 10.1101_227165.ipynb
Created
December 2, 2017 20:16
Bayesian reanalysis of https://www.biorxiv.org/content/early/2017/11/30/227165
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junpenglao
/ HMC_in_pyro.ipynb
Last active
January 23, 2018 17:18
Testing the HMC in Pyro (recently merged to dev branch)
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junpenglao
/ Check Effective Sample Size.ipynb
Last active
February 12, 2018 15:52
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junpenglao
/ Nonlinear_funcs.ipynb
Created
February 7, 2018 23:05
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| import numpy | |
| import theano | |
| import theano.tensor as tt | |
| from theano.gradient import disconnected_grad as stop_grad | |
| x = tt.dscalar('x') | |
| y = x ** 2 | |
| gy = tt.grad(y, x) | |
| f = theano.function([x], gy) |