Last active
September 8, 2021 19:30
-
-
Save tleysh/3315e42be589d8fc340d5ae71440b771 to your computer and use it in GitHub Desktop.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": {}, | |
"outputs": [], | |
"source": [ | |
"#Distance function - Absolute difference \n", | |
"def distance_function(X,Y):\n", | |
" distance = (1/len(X))*abs(sum(X)-sum(Y))\n", | |
" return distance\n", | |
"\n", | |
"#The ABC method with uniform prior, returns samples from the posterior\n", | |
"def ABC_Method_Uniform_Prior(Observed_data,Number_of_Samples,threshold):\n", | |
" #The observed data \n", | |
" #initialise Posterior array\n", | |
" Posterior_distribution = []\n", | |
" #trials\n", | |
" n = len(Observed_data) \n", | |
" #loop through to get the samples. \n", | |
" for i in range(0,Number_of_Samples):\n", | |
" distance = threshold+1\n", | |
" #While the distance is greater than the threshold continue to sample theta from the beta distribution\n", | |
" while distance > threshold:\n", | |
" #sample theta from the prior\n", | |
" theta = np.random.beta(1, 1, size=1)[0]\n", | |
" # generate the sim data \n", | |
" X = np.random.binomial(1, theta, n)\n", | |
" # calcalute the distance from Y \n", | |
" distance = distance_function(X,Observed_data)\n", | |
" Posterior_distribution.append(theta)\n", | |
" return Posterior_distribution" | |
] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Python 3", | |
"language": "python", | |
"name": "python3" | |
}, | |
"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 3 | |
}, | |
"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython3", | |
"version": "3.8.5" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 4 | |
} |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment