narrowlyapplicable
/ ts-test.ipynb
Last active
March 3, 2020 15:24
StatModeling Memorandumの記事「二つの時系列データの間に「差」があるか判断するには」 <http://statmodeling.hatenablog.com/entry/difference-between-time-courses> をpystanに置き換えて実装
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narrowlyapplicable
/ WAIC&WBIC with pystan2.ipynb
Last active
March 13, 2023 17:54
pystanによるWAIC & WBIC の計算例
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narrowlyapplicable
/ WAIC&WBIC with pystan-lowiter.ipynb
Created
August 27, 2018 12:51
[補足]WAIC&WBIC with pystan - iterを少なく取った場合
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narrowlyapplicable
/ simple-example of lifetime.ipynb
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September 1, 2018 07:07
軸受寿命データを用いた簡単な生存時間解析例。データおよびモデルは"Bayesian reliability" <https://www.amazon.co.jp/dp/1441926739/ref=cm_sw_r_tw_dp_U_x_uFIIBbM7MBDZZ> より引用した。
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narrowlyapplicable
/ structural-changes-withCRP.ipynb
Last active
September 25, 2021 09:37
ディリクレ過程（中華料理店過程）に基づく構造変化推定のPython実装。MLPシリーズ『ノンパラメトリックベイズ』（佐藤）§6の例題を再現している。
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narrowlyapplicable
/ GP&TPonSinWave.ipynb
Last active
May 28, 2019 12:39
簡単なトイデータによるガウス過程とStudent-t過程の比較。TPの挙動が興味深かったので保存。補足としてGPyのMCMC実行例。[日本語資料が少ない気がするのでお役に立てば。]
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narrowlyapplicable
/ GPy_note.ipynb
Created
May 27, 2019 14:43
GPyのGPRegressionにPriorを設定し、MCMCで推定する方法
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narrowlyapplicable
/ tfp-replica_exchange.ipynb
Last active
October 5, 2019 14:52
Tensorflow Probability の ReplicaExchangeMC で <http://statmodeling.hatenablog.com/entry/stan-parallel-tempering> を再現しようとした例。局所解を抜け出すことはできず、元記事の結果を再現できなかった。（ただしより簡単な初期値では成功した"tfp-replica_excahnge_easy.ipynb"）
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narrowlyapplicable
/ replica-exchange.ipynb
Created
July 22, 2020 23:36
PyStanによるレプリカ交換モンテカルロの実装例。基本的に@hankagosa さんの<http://statmodeling.hatenablog.com/entry/stan-parallel-tempering>をベースに実装。
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