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jdmoore7/bayesian_linear_model.py

Created December 8, 2021 17:33
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Bayesian linear model
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bayesian_linear_model.py
import pymc3 as pm
with pm.Model() as model:
m = pm.Normal('m',mu=0, sd=2)
b = pm.Normal('b',mu=0, sd=2)
s = pm.Exponential('s',lam=1)
y_hat = pm.math.dot(m, X) + b
lik = pm.Normal('lik', mu=y_hat, observed=pm.math.log(Y), sigma=s)
trace = pm.sample(chains=4)
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