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贝叶斯回归:使用 PyMC3 实现贝叶斯回归
PyMC3(现在简称为PyMC)是一个贝叶斯建模包,它使数据科学家能够轻松地进行贝叶斯推断。 PyMC3采用马尔可夫链蒙特卡罗(MCMC)方法计算后验分布。这个方法相当复杂,原理方面我们这里不做详细描述,这里只说明一些简单的概念,为什么使用MCMC呢? 这是为了避开 ...
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