junpenglao
/ pymc3_sampling_difficulty.ipynb
Last active
February 16, 2016 15:20
I am trying to adapt a pymc2 code to pymc3. However, there is a problem in the pymc3 model, one of the stochastic variable is not being sampled properly. In the new branch of pymc3 this problem is resolved.
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junpenglao
/ Arcsine_Laws_numerical.ipynb
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August 17, 2016 13:16
This is a numerical demonstration of the three arcsine laws for random walks.
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junpenglao
/ Mixture_model_estimation_as_hypothesis_testing.ipynb
Last active
March 20, 2017 09:49
Testing hypotheses via a mixture estimation model in PyMC3
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junpenglao
/ Jacobian Adjustment in PyMC3.ipynb
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April 25, 2017 05:34
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junpenglao
/ cover-type_edited_JLao.ipynb
Created
July 19, 2017 13:13
Origin notebook see https://github.com/ericmjl/bayesian-analysis-recipes
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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 |
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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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