Recent Posts:

September 16, 2018: Gibbs sampling in Python - Fitting a Bayesian hierarchical model

Last week I attended the excellent ICIC data analysis workshop 2018, which included some lectures on constructing Bayesian hierarchical models and fitting them to data using Gibbs sampling. Based on these lectures I put together a couple of examples, which I thought might also useful for others who are just getting started with these topics. This notebook will take you though constructing a Bayesian hierarchical model and obtaining the posterior distribution using Gibbs sampling.

September 13, 2018: Gibbs sampling in Python - Fitting a straight line to data

Last week I attended the excellent ICIC data analysis workshop 2018, which included some lectures on constructing Bayesian hierarchical models and fitting them to data using Gibbs sampling. Based on these lectures I put together a couple of examples, which I thought might also useful for others who are just getting started with these topics. This notebook will take you through a very basic introductory Gibbs sampling problem by fitting a straight line to data.