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
(fromcoda
package),
diagnostics/autocorrelation.py
- autocorrelation diagnostics tool, mimicking R visualization function -acf
,usage_example.py
Bayesian network implemented according to SDA2 project specification. Network has following structure: