feat: add Bayesian model criticism example and guide#100
Merged
jc-macdonald merged 1 commit intomainfrom Apr 17, 2026
Merged
Conversation
- examples/bayesian_study.py: conjugate Bayesian linear regression demonstrating CRPS/coverage/RMSE scoring, Morris screening, score-based stacking, calibration assessment, and save/load - docs/guide/bayesian.md: narrative walkthrough with snippet tags - mkdocs.yml: add Bayesian guide to nav - Generated plot assets (front, parallel, CRPS strip, calibration)
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
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
Adds a third user-guide example demonstrating the package's most distinctive features: proper scoring rules, calibration assessment, and score-based model averaging (#71).
New files
examples/bayesian_study.py— runnable script with snippet tagsdocs/guide/bayesian.md— narrative walkthrough referencing snippetsdocs/assets/bayesian_*.png— generated plot assetsFeatures demonstrated
score("crps", ...),score("coverage", ...),score("rmse", ...)coverage_curve()+plot_calibration()stack_scores()+ensemble_predict()screen(..., method="morris")+reduce_factors()Annotation(name, lookup, key)for compute costsave_results()/load_results()round-tripextract_front()with weighted observablesplot_front(),plot_parallel(),plot_scores()Design
Conjugate Bayesian linear regression (
y = a + bx + eps) with Normal prior — closed-form posterior, no MCMC, no external probabilistic programming library. Three factors control prior variance, assumed noise scale, and sample size.CI
Closes #71