bayesian-statistics

Description:

We need some easy to follow instructions on how to use the core Stan inside a user-written C++ program. See stan-dev/stan#3085 for example.

The instruction can simply guide through the task of compiling one of the models and running MCMC with the services. The biggest challenges are typically all the dependencies that we need to include in the C++

I'm trying to have a multi-dimensional lengthscale for my kernel, and cannot find in the documentation how to do this. The closest I've come is specifying input_dim, as described here, but in version 2.0.5 I get an error that input_dim is an unknown keyword argument. How would I get these multidimensional lengthscales in gpfl

trace_to_dataframe() in PyMC3 to save traces is currently implemented in Rethinking_2 notebooks (e.g. Chp_04). But the function is planned for deprecation, with Arviz being the intended package to save traces. As per this comment by @AlexAndorra, Arviz's InferenceData format is a superior replacement to this function as it