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Bayesian inference tools, allowing to execute Gibbs sampling and run some diagnostics on results.

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sampling

Bayesian inference tools created for Statistical Data Analysis 2 course, allowing to execute Gibbs sampling and run some diagnostics on results. Following scripts and functionalities included:

  • inference/rain_bayesian_network.py - example of Bayesian network, from which one can sample probabilities, using this repository,
  • inference/gibbs_sampler.py - Gibbs sampler used for sampling probabilities,
  • diagnostics/convergence.py - tools for convergence diagnostics, among which one is mimicking R visualization function
  • gelman_plot (from coda package),
  • diagnostics/autocorrelation.py - autocorrelation diagnostics tool, mimicking R visualization function - acf,
  • usage_example.py

Rain Bayesian Network

Bayesian network implemented according to SDA2 project specification. Network has following structure: RainBayesianNetwork

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Bayesian inference tools, allowing to execute Gibbs sampling and run some diagnostics on results.

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