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    贝叶斯方法 概率编程与贝叶斯推断 Bayesian Methods for Hackers Probabilistic Programming and Bayesian Inference

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    Pearson BAYESIAN METHODS _Hackers Probabilistic Programming and Bayesian Inference Mt BAF ix BtzS Sate SAH AHET [f] Cameron Davidson-Pilon & ERE PSR ROS iE RMSWT me Pia sttetrctesvnesisiay «ZZ A Feb re e See leseel BAYESIAN METHODS “HI ackers Probabilistic Programming and Bay DUNT ARTS iz: SURFS STM HE EIR PPR BREAN E RN EWT BR A BR AB RH ie #t it R BRERA (CIP) BGR SUIT + ORS ERS VU UHEIT / Ch) RAE Bi $Me BE (Cameron Davidson-Pilon) # ; “EAS, HR, HABE. — tte : ABQ HLUIAHL, 2017.1 ISBN 978-7-115-43880-5 I. OM 1. OF O¥%-- OF OM I. ae ee eee VV. 0212 +41 FRAC PA FS CIPHER S (2016) 32748405 AR FAA Authorized translation from the English language edition, entitled Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference, 1E, by Davidson-Pilon, Cameron, published by Pearson Education, Inc., Copyright © 2016 by Cameron Davidson-Pilon. All rights reserved. No part of this book may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage retrieval system, without permission from Pearson Education, Inc. CHINESE SIMPLIFIED language edition published by PEARSON EDUCATION ASIA LTD. and POSTS & TELECOM PRESS Copyright © 2016. AB PH AF ALA Pearson Education Asia Ltd $242.4 eA 2 HH RAL IBR A. ARRH AR SPAT, KEUEMARS ARMY RAKAS. MARAT A, ALY FE. °% [Ul] Cameron Davidson-Pilon it eR th Re KBR + BRM I Weta EWES BEEN Shi © ABCC HART nc Abe ARS LEE Wee 100164 HLF BFE 315 (4h hup:/www.ptpress.com.cn At SiG i HE (GEA AS ORBEA ZS ET © FPA: 7205960 1/16 Mik: 14.5 PM: 7 HE 2017 4 1 FE 1 He pM: 1-3 500 fit 2017 FF 1 FUER 1 YEN AMAR GICS FF: 01-2016-5335 5 EDs 59.00 76 AAS A: (010) 81055410 DFR BA: (010) 81055316 MRI: (010) 81055315 ress.com.en, Pa 4 Ge Be AR BAEF PyMC iff 3 LA — AHN HE LY Python BP HT AEAR, All NumPy , SciPy fl Matplotlib, i Wea BRAY Tr ak, DEAR TUL HED AY RAS BO Ho TEA AT VEER | ARCS TTT PB, AAPA fh AAA AEA TESA SCs, AMOR ALSO. PEAY RS ee RITA BET, MUA ERP, ERA 2D, BA AT LAT Wo HE RA a PEAT BETRAYAL 2. BGRSHITEI THEI BAER. AIG TULARE. OLOPaTEIBT ABR Aha ESA KTR, IE AAT Pe HEY SL Wie HE FF JR 20 HEE 80 4 {RAB 90 44, ACTA HE SURE HH BLT 3 MR HE BE A EE: PRIA ES UL SUAS LY ASE A BIE. MA 2010 AED, tH PRE HES TET Er ARE RI AR, EE EEA ATM BSE AE. MMT, APPEAL SCOALA DE SUF AD HET AS FET OY BBL, TERRA ITSE BR , ARSE RET HEH OU SOF HED AY TA AE HR PRY RE ASL A AIT SRP TH A OL RRA, HE SFA ACA, FIER PE TA PPE ET, REEL : FEE, CES PRT ABA RTE MEL. FRA, EB 4 SL, TRIE OL STD AEB, EIR RAE C/C++, Python “St | RPT Wk 5 FF SL ST Ha 5 J CAE BS? BES FAL EY BR TLS hE — OT LA BM, OR. BRB. ABP HEALS. ATM, ANKE OSU AEDST BORHBTE EP EAB AY, BEAD AA SECIS FAL TF EET TE. PAAR AR As BEHE AS5 LA BAS ( Addison-Wesley Be arr Ai) HL, re SPEAK DUST KA BE Cameron (ASEM ) PERALTA SE, VA Ba AT FS A FRET SRT EE, AAAI RE PAL BE ULSTER BE SORE, AREAS ATTA. AICI T Sel, Pade ATTY Python ARH, PREGA HE RAE 5 HPS aT IR AOE BEE UT ABE, BOB Python PUTA BETES , ADEE — AS iG EB a Paul Dix Aisha woo DUE SU Aa 23s Se — FL ESET a sR TD SE AE RE I FBTR Ie EF TUE REDS ai = ET RIE MIA ZEAE Ja A SVT AE HET. ARSENE, PAR OEE EEL ADS, GHEE aE RA a AGE. EB SUT HE NBT EB F AB ANT? ” ENR. TRE, RRR AC Fe. S6HUE DUM ST LEH DL AEE AD FE LA TM, TERRE HEEFT — SEH, PST RN ELF AY BEDS, FRA AE T MEME 3 TDR, IFC AP ETIC AE LAER — Tr HE ABA ELA ALG AY CH TL ASS AK WR LL BG A PF Ak OY TE a PPS HE GB BABE Sh SBR BRAK, SR, WEA OAT MR MT ATR. AREY T BO — 25 RT aS HY. ARR ATTIRE EE IEAT TLE SHREDSE DB — Fr TR ATT PT BE RSS SGX— ARN, ArT. BET RRA i, FATE AT eR ae BK FERAAES . JP EIA, A eR TEE AE BL, TT SLRS BEAT LET AS BCE AE. MT. PRES AE FEW la] aE cL eS «EC BE, REAR A. Web, RRR, AARC SE BUT — AP ET a EI BCE IT. AAT FEMS AIRE BY SALE. TT BA SSC AT BER OO SOT DOT BEAT Sr. GRR. PE ARATT RE, ARP CE ATT RB. PSL EAD ARS, ASF FY ET] i ER MT 9 AEE 0 PE EE SRA ZESER , ALAR UL TT SAY SR TEE I I BEAL, ARS FEDARELE FLA BRR. HEHE PYMC (ERE AT TA, PE, EGA ZI, IF BE ASE PHIIEF PyMC AEDS SEES. FEAF SC TT] FLAG DE SOT RET AA BRET REV A. GTR ATT As EA AST VAD A RAT fi PYM. SK BAP LEKI Python SoM BEET SE HEAR AAT OR ERE, PyMC HT ABR RAK DAES — ne PyMC fiji tig ERM, 48 NumPy VARA YEAY SciPy. ON TARP AE PRR], ASSAYS] Ate PyMC. NumPy, SciPy fil Matplotlib. AAA AEEHEMI BSB 1 BEATE UU STARE BAT Da TS VA Be Sj FUE DBT HY LL Bo RNSASA— TRO, TMG T Ata AUIS. OS 2 RV SE A AE A, DESMA] HY PyMC PUREBOR. 38 3 RST AA TP SEDOT EF a 9 — RA TUIRBAESAE RIK, WHEL SARA. TES 4, PRATT Pal SIHE BT ASE AS BE Ta aL, SPARE PRE ACRK /|nIte BE, S RE PSO VR PRK, CORRES A Aa LS Rice EBT ZU Ee FRAT ED 6 BEAL LSE, TAEDA AT ARE EOE. HU, PRATT CESS 7 ROHR UML TL SETAE ALB Bist. AR FBLA iA EA AB HT LAG LAGE: ittps:// github.com/CamDavidsonPilon’ Probabilistic-Programming-and- Bayesian-Methods-for-Hackers , Ot PEASE EA: FRANCE, SU ARE AAC oh, ASS BEARS TPA IX, EAA ABLE AFR AT RR BEAR. REGS SAAB ELA A MT» PLACE RAY SE AH BP TARA A. BEER IRS ACAI, OCR EAL SEM. Wa, FREER AS BEAT HH RELY Robert Mauriello #il Tobi Bosede, ffi 44: AG AYIBT Vis] he SEL — 28 LS FS ABs A A, A WN AS A 1 MT, RERGRMWAU RAS, MTR Pe SR KT EG Cameron Davidson-Pilon,, fist Bice He 2 4 Si IBh 14) 1, HA ED PB WAHT ATIC, Bae ABEL ARE FPL KE BE A TR LR CS AVAL lifelines 3 A. Cameron RAC FIMEAN RAM GEAR AT, TRL BE PH BSREV RRP SERGE. NS AEE A EAE TH, SPER AE Shopify fF. RT EG ER, WAC, PAA RTE LAN, SU RSE RES FHL, TEESE JOP WR. BGR RAO IE, HS Al, HA EAR REAR IE. ARIS EET CA Bet EMCO BA GR. RR, WS AIOE. MCE RAE Be. ACUI OEE BE. IBM BT FE BE CBB) ESOL. TAAL, PLR PAO, HA eS A ARR ARTE 2 MLS. TRIES ALATA EE HA TR BPRS, ERT EE, PSA em TP, Peed A MUTE SHEERS. VERE. KPT Bil. FRO, HA 5 GA, FURR EKER. ITARAPT hae Bee ATL KF HBS RAMA, MPRA AR ARG A. CEO, RRB ULB ED ER, Pf SABES OT AGT" RR, PCE SR. RAPE BT EE FEGEDMT BEAL, UAE T A EYRE A) ESE Be. MAE EY ESO HS 9 HAL A HES SL. WRHEF TRA, TSO LOLRE SUCH ASH TEAR, Ceo HERE = BALA BBs RE “HER”. 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(HAE RIL THALT SHOE, JRE a. PRON CE PBE— PARE? WE AEE AS BO AUN EC LA ERE ATA, (AT — TRA ARR: AERA Ee ARG BEARER 1/20. RUA SET ER 2 A EAT fH — AR. EATER MDA AMALIE? SRE SCSI LB BE — RRR HT HAWE? FOIL, Bt APR L——§ a AAR, TFL ACER LISELI 5 PBA HY 20 48% BEE AACE — TB. WRITE RAPHE, IBA 1.2 BANA UTHER P(A) 121-0047, AATF, BUCEIBAA SF CHIE TAB ERR AT TARA TK FHM OHH, RAT ENTA X. PATA PCA), FDL: P(X |A)P(A) P(X) FRAG P(A) EARL, OB P (XA) SET AWe? EAT pe Mee AECL — Fa TOL, SE SCA SI ATT 2 EB a 9 BBE, TIL 2 RF CELA Sak — PP, URS ATA a — 4+ PO WK, MAM REBAEF 1. BLE 0.95. PX) AT VASE RED: FE AREA RE SAF IC HIE A A SCA FS — BH BE SUERMIESCA mE SEE, Fei a A P(X)=P(X and A)+P(X and ~ A) =P(XA)P(A)+P(X~A)P(~A) Fp ~ ARM LAE TAREE, WANE PRR. SUE FR ATMA P (XA) A P(A), FSM ATA PC ~ A)=1-P(A)=20/21, BUTERA AAG BERU POX| ~ A), BIE SR ARSC ARR AITEL PF, SAR CH STD HE AMAROOBERAIET, (EBLE OS, GRE, Pan-o9sx (2 ) +0. 5)x (2) =052. Hiab: P(A[X)= P(A|X)=0.95 (t o. 52=0,87 SMEARS, (ELL HEAR BS ARCH EA CHE IK A, A ERAWAE MS HET PEPE 1.2.2 41, PEE TPE SF SC Ae BR A a CO FLAS HS FEM AS OLR. smatplotlib inline from IPython.core.pylabtools import figsize import numpy as np from matplotlib import pyplot as pit figsize(12.5, 4) plt .rcParams['savefig.dpi'] plt .reParams["figure.dpi'] 300 300 colors = ["#348ABD", "#A60628"] prior = [1/21., 20/21.] posterior = [0.087,1-0.087] plt-bar({0, .7], prior, alpha=0.70, width=0.25, color=colors(0], label="prior distribution", lw="3", edgecolor="#348ABD") plt.bar([0+0.25, .7+0.25], posterior, alpha=0.7, 8 B1S Nowe width=0.25, color=colors{1], label="posterior pit plt plt.ylabel ("Probability") plt.legend(loc="upper left"); PETRA BI X LUE Jes, Se Cy PRS 9 CT, BR IMA, SAP IC AAR RAY AT HEAR IES KS PREG F HEB A LS A — SC), ASEM, PRT PEA TSS FR, BEAT BEAM BR Aas 08 SE FT A BB ee IMSL AS. TENET DR ATT SAR EAT YS ARE TPA OE. GE, FRAT DAT FENNEL. FT BRIMG, MMOLE RET. ATLL HEPEBEAE (BR AEDYE—F ), (EF AARNE, FE 1.0 = —— ss os 06 bao Bt = 04-. 02 ~- 0.0 BHReeA H122 SURAT 1.3 HEED PAGE MU FA FRE a=alpha B= beta 2.= lambda w=mu o=sigma T= tau {REE BET ORIER TE DHARMA 2 BAG BSE IZ — Et ZR A 1.3 BER ZR SERL, ABA REAR LE “MIR Z HR RR Ai PR, SE Z AEA fA, CABS — MA REL PATER 3 HAH. © ZY, ABE OL AE EAA AA ER ENE. RHE TH HRC PLAS, SCARE LE at PRATT HG ES ESE ELE HEATLEY, MBER BETTE T © ZBI, ESR EY AT DEE BI. PRI SSE AU TAD AB EEE RUE DN A BAL LI Ef IE © ZHRAIN. AMR RI ESt, BISA TA LA BELEK 1.3.1 BRR UDR Z FERS), ABA Ce AoA AE RR, “EE OY Z HAL k WHORE, FY P(Z=k) dem. PT VATE RE, BE TL PR BESe ee HUT BEL, SEH Z, BOAR ALE ZAR, IBA Z EA PAIL T A. PF TRSE RHEE SMARTS, FTE LE. BEY PETE AME, i Z IRF Poisson 5}48 kA Pat) bo.) de ABE AMA HIN—TBR, ERE TPMT. KF Poisson 4) 41 REL, ATT ATEREIER. Be A HK, RIA ER SHAK, AI, OY A welt, BEV MAME. 2 TL BEREN Poisson 44 HSH BE FRA FTW AE RIERA, (A A ATW TE REAR eR, BD kN O, 1, 2 ZA. META, ATU AEELA SM, ASEAN DBA 4.25 SUE 5.612 FAM. MWR— ER Z F47E—*F Poisson RAMS. FATT AH: Z~Poi(A) Poisson 4}46i—-THEERE: CMM STEMSR, EM: E\ZA}-A RRERU GA SBE, SUITE CRAM. TEP 13.11, Jas TART A ICE FBR EE. AIEEE, SIC A ICEL, ke ORE ABER HN, SUCRE REA AL, HR x HCE 15 AINA IE, EL oP HL AHUE, EMT LASER E ERE he) BR. 10 B11 Nowe figsize (12.5, 4) import scipy.stats as stats a = np.arange(16) poi = stats.poisson lambda_ 5, 4 colors = ["#348ABD", "#A60628"] plt.bar(a, poi.pmf(a, lambda_[0]), color=colors{0], label="$\lambda = %.1£5" % lambda_[0], alpha~ edgecolor=colors(0], 1w-"3") plt.bar(a, poi.pmf(a, lambda_[1]), color=colors[1], label="$\lambda = %.1£$" § lambda_(1], alpha= edgecolor=colors{1], 1w="3") plt.xticks(a + 0.4, a) plt.legend() plt.ylabel ("Probability of $k$") plt.xlabel ("$k$") plt.title ("Probability mass function of a Poisson random variable, \ differing \$\lambda$ values"); 1 2 13 4 15 1.3.1 7) A RUATERT, Poisson MALT RNR Am a 1.3.2 RR TLE PS ROHL PY ABA CE PRC, RESELL PABA A PRE ON BERRI. BUR TE RT EPEC AY KARE SE , AB HE AT PORE RB MAA, 7S —- EE LER BE: RCE. HRC BEALE A BEE PCT Fk 1.3 BED ASULF Poisson BAPE HE, 45 ARAL AEA AT LUE i {F. {ELE All Poisson Sh Ai 7B TAA, CA CT DE EE A, ALA RC, Pi) 4.25 BR TE 5.612401. MERE TP SORE (I BE) TER AAG; MEF INSTAL TORCH (OH ARLE Be ek baie) CH Ee RE A BER 9 TE BGR, EAL AAHRPP 1.3.2 Has 2 BAST ELOY 6 AE EP “GRADLIEKE ZT RON A RROMRT, FRITTRS ZAR, THI: Z~Exp(i) SHEN A, EPECURGUL ARE WEEDY 2 fet, BD E[ZA)F VA a = np.linspace(0, 4, 100) expo = stats.expon lambda_ = (0.5, 1] for 1, c in zip(lambda_, colors): pit.plot(a, expo.pdf(a, scale=1./1), 1w=3, color=c, label="$\lambda = %.1f5" % 1) plt.fill_between(a, expo.pdf(a, scale-1./1), color=c, alpha~.33) plt.legend() plt.ylabel ("Probability density function at $z$") plt.xlabel ("$28") plt.ylim(0,1.2) plt.title("Probability density function of an exponential random\ variable, differing $\lambda$ values"); ats 10 — Ast0 RO AHEM bo 05 10 15 20 25 30 35 13.2 AR ABUMRT, aks iE ee OH AE RENE, BR EE BEE — ADEA EE EB # RMS MUA, SRUUR AT ERO, ATLA Pi 11 12 1B OUTS stats.stackexchange.com/questions/4220/a-probability-distribution-value-exceeding-1- is-ok. 1.3.3 tARA NAVY ASHE A. TELIA, FMI A ATE FE, FATA RE AIH Z, WR WEBB A TR, WB — ae BER A BB EMP OS EEE PA. RMAC, IRAN FELE Z BA 4 ——HM RA. SEPA NYT ETE TI, HA A AS ACS TH A HERBAN HE BED Bs sh — Fe EL. SUMMER AAT. SA A AORTA, AMO — (MERA AE 2 HAT ERE. BRAM EAE. HARE, Ae EL, EAR EEL! HK AVE ZAI HER — AE BLE EIR — OE? AS, BORE BE SA TREASURE ET ETT. FETTER BEA FEMT VA BRR FEES. PAT SR A fe SET A BESZ HY. 1.4 (SFA LUT UT ATE HEF ACSIA TIED, ELEAF I 1.4.1 Schl: Me RueEMTA WEBI T RSE — ATP RY La RE, 141 Ps. RE PEAS ELI BA ANA A J AS Bad TD a PCIE AEE SOE EHR J ES HWE. (EARNER? CRS RAC RE. SAR ASM FESEME, ) figsize(12.5, 3.5) count_data = np.loadtxt ("data/txtdata.csv") n_count_data = len(count_data) plt-bar (np.arange(n_count_data), count_data, color="#348ABD") plt.xlabel ("Time (days) ") plt.ylabel ("Text messages received") plt.title ("Did the user's texting habits change over time?") plt.xlim(0, n_count_data); 1.4 SARA UT 20 , + sop r r 70- 60- w 50 go. 5 o0- 1 “dha 0 ih it A 20 tii pa F Fria) CR) 141 BPA ATAR AMM HRs KH? TERR ZA, IAPS 1.4.1 PRET AMS? PRED TE — Bent al AA PATA BLT tr ACES? FAVE BUM? (RATSCHEBI AV AB RE, Possion Bil BL2E tt AE 1 AF Hh BIA BP TRCRUITRGR. FAC, 22788 1 RASTA. C~Poi(a) PUN AMEM ASR A MISHA, AT, E141, OA WWE AULT GT, AT LAiL, A TERRE BIT (CERCA EB, “4A WORRIES PBIB SA PL PEE, Ha A UCHR sR KUBENEKT ) ERA PII? (LAER (PEN), SHA WIEBE. BRA TEED: PERT ER ZHAI, test AW BAT AS. FEET, (ROPE — MEEK ZW He: aft Bt P(t=k)=1/70 WT RAB T , WAAAY ATEN PP RETA PEH? ESE Bi, ROP, ATR AME, CHAR, HERS AABERA SEK BES. TTL FRAT Ae Se te IS, AN, HEE REA A RAS TIE. “FI Ze SPH PyMC, “Ee — 7 i CE AFT a EFT Python J 1.4.2 TBR —iRF: PyMC PyMC JMOL SUPP LF AY Python J42. ESE —A ATER. AER EINE, EME IBLE, “ERIE SCR TERE A TR, IL EHR DRA FANT. AHI AA, IPAS PyMC PEA OP GLEE PyMC ASSL Lea 19 i BD IS 8 EP ES eB, GRP LFEPA ACI, TAT ECG FE A TD aR A LE APT RE HUA" FL APY AAS EE LEN), ZOLA He ABE A SE 1.4 ASA OE Ze RE OS A PPE TO. TE PyMC HHS SE Cronin 3188 BE — BE A RR: “BATRA BH, FRESH SALAS AT A AEE, RG BEBEMT ATT ATUL AY VA Te erie. EARLE TAD BS TP eT FRUBLEER (fal, ERP ROR as ASE), (Ee OP Ta dT, D2 TYRE AYE RE. FESR , PFA RBA Sha 8 AR SEE SCE TT AEA PE Wh Be FEE, DASA CH EY IF BE hh “BRE” SERED E NAR, Rei ACHAC. A KR, Rai “a”, AWE LEE. PyMC (UR BULENT AR DE RETR, FRSA UR RR ANS. FICHE TOMA EE (1, A,, A.) Dy aeH: import pyme as pm alpha = 1.0/count_data.mean()# Recall that s the # variable that lambda_1 = pm.Exponential ("lambda_1", alpha) lambda_2 - pm.Exponential ("lambda_2", alpha) t counts. tau = pm.DiscreteUniform("tau", -lower=0, upper=n_count_data) FLEAS, BUTEA T FSR A, AA, 1) PyYMC AER, IFA BAN PyMC "HAY BEDLSE AE, 2 FLA PERE ETE ay AT Ha A BEL a AR. AT RATE, PATHE TH random ( ) Wi RE. CEM TIE PBL, RAS ROLE tau ( print "Random output:", tau.random(), tau.random(), tau.random() [output] : Random output: 53 21 42 @pm.deterministic def lambda_(tau-tau, lambda_1=lambda_1, lambda_2=1ambda_2): out = np.zeros(n_count_data) # number o points out[:tau] = lambda # ambda_1 out[tau:] = lambda_2 # au is #1 return out SBE aE TAY PRE lambda, 1 ESE ARTA PE ER A — “4 Bi PLE Stk—— 2 HE ELA TERE, lambda_1, lambda_2, tau J: [ifi 15 16 B11 NaS PL, AT lambda_H2rFeBA OLY. ARTF A TA HE fae. @pm.deterministic J: —“MR UE, “EAT LE UR PYMC 37 HE PRL, WER PRR ANE NSE (RETA), ARPANSA EH observation = pm.Poisson("obs", lambda_, value=count_data, observed=True) model = pm.Model({observation, lambda_1, lambda 2, tau]) 7% it observation {4 % (I ]H/ BAR count_data, CJ Hy et lambda_ HFK ATAY SETAE BLES, BETH observed WEY True KAIF PyMC IX TERIA PT PEL — ASE fH. RG, PyMC Ar ESR ATS 97 5 EE eI DA HE —> Model SA, “GRRAT ABI RIT RRS HEA ET PTRTHO ACSA CES 3 RCM ARRE, MCE EPR AT RR as HR ATTA RE A ER AGE EBA RA— TAEDA. ROE AN ESE RA (MCMC ), 7655 3 REP EAE ARE, AU ETL IBS A, A, Ale Fe Sri PRUE. PATTER TA, WIT ee. “POR, -#eREAS (4E MCMC "PRR a) AT. SRP 1.4.2 SFA. # Mys © be explained in Chapter 3. Suffice it to say, # we will # 30,000 (40,000 minus 10,000) samples back. meme = pm.MCMC (model) memc.sample (40000, 10000) [Output]: ] 40000 of 40000 complete lambda_1_samples = mcmc.trace(*lambda_1') [:] lambda_2 samples = meme.trace(*lambda_2')[:] tau_samples = memc.trace(*tau') [+] figsize(14.5, 10) # histogram of the samples ax = plt.subplot (311) ax.set_autoscaley_on(False) plt.hist (lambda 1 samples, histtype='stepfilled', bins=30, alpha=0.85, label="posterior of $\lambda_1$", color="#A60628", normed=True) plt.legend(loc="upper left") plt.title(r"""Posterior distributions of the parameters\ $\lambda_1,\;\lambda_2,\;\taus"*") plt.xlim([15, 30}) plt .xlabel ("$\lambda_1$ value") 1.4 ERT SUA TE 47 plt.ylabel ("Density") ax = plt.subplot (312) ax. set_autoscaley_on (False) plt-hist (lambda 2 samples, histtype-'stepfilled', bins=30, alpha-0.85, label="posterior of $\lambda_2§", color="#7A68A6", normed=True) plt.legend(loc="upper left") plt.xlim([15, 30]} plt.xlabel ("$\lambda_2$ value") plt.ylabel ("Density") plt. subplot (313) w= 1.0 / tau_samples.shape[0] * np.ones_like(tau_samples) plt.hist(tau_samples, bins-n_count_data, alpha=1, label=r"posterior of $\tau$", color="#467821", weights=w, rwidth=2.) plt.xticks(np.arange (n_count_data)) plt.legend(loc="upper left") plt.ylim((0, .75]) plt.xlim([35, len (count_data)-20]) plt.xlabel(r"$\tau$ (in days)") plt.ylabel ("Probability") ; 10+ oa. os - oat en 02» 00- 10- o8- 06 ae oa 02+ 00- ae Sat et te Ce ee ae ee a) n(R) 14.2 BA. 2. cE 18 S1m Aes 1.4.3 iH FLARE, DURA Il — abi. Dt, FRAT Aa ah AB A AY Ale, RANGA T tA? Bh, RATT ARTMAH OEE: SPAT, ADVTS AEE, FRAT AT LAE BC EL: A, KARE 18, A, BEE 23. SAB A (09 JG Bee A AYN SAS Td), GC PR OY FA EM fe 0 a We a fo (FESR 1.6 FFELP AY ERB. ) PEEL A IIE? FTG, AL AEE AE? JE BE A IE EAR BOM, ES, SRP IFA ER ATU RP AT DE EAA. (EEE AY! ROE TLE — ae Me, WAR ATTA ZAC FE BCE rb TD EO AE ER AEE AL (FH SURE BY Pe ST PAE ATA Ei EAI EIB KS FUN TGRE Tc —T. HP EEE, LE ae FLKAS EAT SEA A, ECE RR, FATT, 1645 K FEAL, Fi 50% (AEE MT DEAL PTT eA EE, BRE EL, eee TESTALAT TRY BAe, ce AVRO SD As IHL, AHIR EAR KP FEAR EN. AZ, ARR PH, MLAS Be EMITS. 1.4.4 BIGHASIRAITAR? TERA ABS, RAST MRR TA, CR ST A BALA RAN BLA. BLE, FHI Sb} SALA AGA — Fe [JAS oOREA AS FA: CEB (0 St < 70) Ae, CH 2 Poisson 4} 4H HW BEF ESR A, ALS: ZED lf, BRA WAP, Ze PH, RAISER, FREAK 1, FUT TAT PT EHY 2 OR SHE, WR <5 (UI, WROTE AIL), Se, MBAS A=2, 50 #/N samples fr N = tau_samples.shape[0] expected_texts_per_day = np.zeros(n_count_data) # number for day in range(0, n_count_data): # ix is a bool index of all tau samples corresponding to 1.4 ERRATA 19 # che switchpoint occurring prior to value of "day." ix = day < tau_samples Each posterior sample corresponds to a value for tau. each day, that value of tau indicates whether we're "before" (in the lambda 1 "regime") or fter" (in the lambda 2 "regime") the switchpc By taking the posterior sample of lambda 1/2 accordingly, over all samples to get an expected value for lambda on that day. As explained, the "message count" random variable is Poisson-distributed, and therefore lambda (the Poisson parameter) is the expected value of + ’ ‘ # + # # we can average # # ‘ ‘ + ’ "message count. expected_texts_per_day[day] = (lambda_1_samples[ix].sum()\ + lambda_2_samples[~ix].sum()) / N plt.plot (range (n_count_data), expected_texts_per_day, lw-4, color="#£24A33", label="Expected number of text messages\ received") plt.xlim(0, n_count_data) plt.xlabel ("Day") plt-ylabel ("Number of text messages") plt.title("Number of text messages received versus expected number\ received") plt.ylim(0, 60) plt.bar (np.arange (len (count_data}), count_data, color="#348ABD", alpha-0.65, label="Observed text messages per day") plt.legend(loc="upper left") Print expected texts_per_day [output]: {17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17,7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7707 17.7708 17.7708 17.7712 17.7717 17.7722 17.7726 17.7767 17.9207 18.4265 20.1932 22.7116 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117 22.7117) 20 B1B Noms TER 1.4.3 TRAST, (RA GIDL TPT ne MEE RY (EL hte ATER AAT ASHE. GUL, EASE LERR ATTA Hs EB fea 4) PEARL. FRAT ES SP TSR RAR We FF ZB ft} — PATO TBA T Bas (tt A, AA, ALEK BEET), LIE —P 9S PRAISE AE UE IE AE Co AY AC A AR TEL) BATT AT DAE MUIS APE OL PAE AYRE; Lee RBA, RIL SET B, Be J — Boye. cor, . — sme 50m SRNR alll lt 1.4.3 SRG A Re A 1.5 &i€ XBR IP SAT FEI A TL MP SU IR ABE ETH EY eH) DDE RA] tS TO ABSA: Poisson 4} 4H ABRAM. BES GFR ATH EE & A AY PUT BEIE BURRELL HOARE. CESS 2 RE, PRAT PRT HAE BEAT PyMC SER 1.6 #h35ihiAe 1.6.1 Sit FEAT 1 ESRF CERRY, ROTA MLA UOT A, AA, HOFER IE EEA 1.6 #h3ETA 21 TAN. BARR, HEREC EASE ie. (LRP EO, 4 ARSE HE? BAVA A RELL Lm V2 BE MBA TE RE? ATER A PAA, \data), BIE SAUL BUR ARTE PA, YESS {ALLE A, ABE. WR RIE 50%, ABA PAE TT ABBA, ORF FTAA ESE ENTE ALAA), WRX ARBEIT 100%, IBA ART RAE ENO TTMAGE ARTA. AUPE YR BRAS, RCT SAE fa $F TT Ay Je Be FP PEAR He A, Je Re BPE AR | MEA Es print (lambda_1_samples < lambda, ¥ Boolean arra samples) s less than lambda_2 [output) : [ True True True True ..., True True True True] # How often does this happen? print (lambda 1 samples < lambda _2 samples) .sum() are there? # How many sample print lambda 1_samples.shape[0] (output): 29994 30000 The rati t use .mean: print (lambda _ probability. Or, we can. j mples < lambda_2 samples) .mean() [output]: 0.9998 SRAABSLLS, ALF 100% AVF AT AEP MIDEA PIN FRAT AT AAR — ak, HM: “PME AZE 1, 2. 5, 10 BBE AT BR” for d in [1,2,5,10]: v = (abs (lambda_1_samples - lambda_2_samples) >= d).mean() print “What is the probability the difference is larger than %d\ ? %.2£"% (d,v) 22 Bie Nees [output]: What is the probability the difference is larger than 1? 1.00 What is the probability the difference is larger than 2? 1.00 What is the probability the difference is larger than 5? 0.49 What _is the probability the difference is larger than 10? 0.00 16.2 TRE MR RATE 2 HA PET A FE, RA kT RE ARBRE, MASK AA — MAT CRA SE, FRET FE POET (RRA BL 3 PA, BRR ATHY EE BER. Ay iftt, sop A,~Exp(a) Ay~Exp(a) As~Exp(a) FFA 1,~DiscreteUniform(1,69) r,~DiscreteUniform(e,,70) RATE TH PERU, PRAM LEAS. lambda_1 = pm.Exponential ("lambda_1", alpha) lambda_2 = pm.Exponential ("lambda 2", alpha) lambda_3 ~ pm.Exponential("lambda_3", alpha) tau_l = pm.DiscreteUniform("tau 1", lower=0, upper=n_count_data-1) tau_2 = pm.DiscreteUniform("tau_2", lower-tau_l, upper=n_count_data) def lambda_(tau_l-tau_1, tau_2-tau_2, lambda_1-lambda_1, lambda_2-lambda_2, lambda_3 = lambda_3): data points out = np.zeros(n_count_data) # number out[:tau_1] = lambda_1 # lambda before tau is lambda_1 out [tau_1:tau_2] - lambda_2 out [tau_2:] = lambda_3 # lambda after (and inc 1.6 MICA return out observation = pm.Poisson("obs", lambda_, value=count_data, observed=True) model = pm.Model({observation, lambda 1, lambda_2, lambda_3, tau_l, tau_21) meme = pm.MCMC (model) meme.sample (40000, 10000) [output } : [----------------- 100%-----~-----------' ] 40000 of 40000 complete in 19.5 sec FA 16.1 ART STARABHY EE. PUTA LISI ET BOER 45 FUE 47 KARI. MAE AD ONE? PUTAS E ARP RR AE? BASS, BUT ABAT RE RTE A Se Ga HAT ERR ASE. PMN, FREI A MARR Mei, Bier eat = Mi, DURE. BOR TERE MBA DET aT EP A | PERTS MUU TIM ZIG, RATE, — MET SE CBGE A. (CCEA RRL ART, RR AEAR STE — BAR: FERRETS IMR HH LB TE 20 a 2 43 a4 s * “7 49 16.1 PREGA 5 AMSA 23 24 1 NweMMes 1.7 Dw 1. #il}H lambda_1_samples #l lambda_2_samples, “EA#(¢2% A, 1A, fa SrA PPE 2 2. TPE (ea RHETT A EE >, Hk. Ae BEATE (lambda_2_ samples-lambda_1_samples)/lambda_1_samples fiJ4J{fi. TEREX ail (ambda_2_ samples.mean()-lambda_1_samples.mean())/ lambda_1_samples.mean() Hf 9% Hi K 49 BREA RAR IN. 3. Ter F 45 ORTHE A, AT. ae, ER TT ABE RARE 45 RZ HTT, RPA, HEE Se fe o> 2 ( ANSE ESL PyMC FBABSY, Ag; 14 tau_samples < 45 HHA AT AEN HUL. ) 1.8 BR 1. TESOL BU ROOMTERIAL ), FRILL ROADIE AT amean BR. print lambda_1_samples.mean() print lambda_2_samples.mean() 2. PREP E a A b, AAMC AT LH (a - yb I. CERES BE, PUTA EDIE 2, AA, AYES. i (lambda_2_samples-lambda_1_samples) /1ambda_1_samples PAVE I— Ta, EDA ae, RES 1.7.1 BAS relative_increase_samples - (lambda_2_samples-lambda_1_samples) /1ambda_1_samples print relative_increase_samples [Output]: [0.263 0.263 0.263 0.263 ..., 0.1622 0.1898 0.1883 0.1883] figsize (12.5, 4) plt.hist (relative increase_samples, histtype-'stepfilled', bins=30, alpha=0.85, color-"#7A68A6", normed=True, label="posterior of relative increase") plt.xlabel ("Relative increase") plt.ylabel ("Density of relative increase") plt.title ("Posterior of relative increase") plt.legend(); 18 BR 25 aT SUR UAL, GF BETA Ly fs print relative _increase_samples.mean() [Output}: 0280845247899 0 04 02 4 05 06 03 sas 17.1 ARKH Est 3. MRE Al < 45, IBAA PEA BBG BE IB BUIA a ix = tau_samples < 45 print lambda 1 samples [ix] .mean() [output] : 17.7484086925 p25 E26 Y fvePy MC 21 515 GK BESET PyYMC (19 SLI AHPC EEA SP Det ae OL So WIA PERNT. ARH BEF OE SDL A EEE SUAVE AT BULA 21.1 RRBSFRANIKR WT HRB TOF WEE AUS PYMC SCP —Bete, REG] A ORE AI AE Ht Mm SORERE ea th ae BO YS B FRELSMA LAR, BISCAY EASE AE BRETT LAB SOE EINE: A EE GET TATE) PyMC (yf import pyme as pm lambda_ = pm.Exponential ("pi param", 1) data_generator = pm ("data_generator", lambda_) data_plus_one = data_generator + lambda_ #84fi]#% data_generator WBA, AULA UE. A et FYSCAE HL. WHALE, data_generator A lambda_ fi) {Ei fl FF, data_generator ¥y 28 fit data_plus_one fi) 22 fit ( FA st data_generator Be ate Fae at), RE ATRIFAMR. data_plus_one f£934b— PyMC “RAY PRL, TENE PyMC ERASE, PALE AE data_generator 28 B2B w-ZTMPyMC HOF tt SOE RY HO BP BATA HE PyMC BEEP EERE R.A EE AY children #il parents intetel Tem CE AIF EN print “children of ‘lambda_': print lambda_.children print "\nParents of ‘data generator’: " Print data_generator.parents print "\nchildren of ‘data_generator': " print data_generator.children [Output]: Children of ‘lambda ': set ([]) Parents of ‘data generator’: {'ma': ) Children of ‘data generator’: set ([)) eR, PERE A MCE RE, FMT Ae PP 2.1.2 PyMC 33 JAE PyMC SE RE ABHEDET “> value Jb. Jab Hes HE BAY RIB (AL (aT AEE RULE). TASER, RCE RCE, EWS, WS Hip AE AL print “lambda_.value =", lambda_.value print “data_generator.valu print "data_plus_one.value ~' , data_generator.value data_plus_one.value [Output]: lambda_.value = 1.0354800596 data_generator.value = 4 data_plus_one.value = 5 PyMC "149 fe PA BHA 19 Sea BE SE ; ALA 2, © PLE EERE, BS AU Te ETAT 24 318 29 Sit ROLE CAEL), EAVOLIARREEDL ERI RM, IA AN RMEDL, FPO Te ZH — HCL, APE KORTE, MURR IMLILET BEAT foo A950 78 HRA, RAT LLM foo HAA. POMBE Ih — LEAH, (EAR eR SR, CRRERNAE. ANSARI MAT, pilin some_variable = pm.DiscreteUniform("discrete_uni_var", 0, 4) Fe 0, 4 ERIS ah RAL EAT RYE, fe PyMC SCP Chttp:/ pyme-devs.github.com/pyme/distributions.htm!) #4145 7 BLAS Ht EBM (ak (E711 22 ASRSBERIAYE Python |), TERE F NSPE ES, ERLE SEADOO IM, BRDLRLEEEFE BHEATA . FRAME Python EHR. APARNA LL, 5 FLAN PRL RM Python RAH, 78 MAE SLASHES Ca.) BIDDER ARCA GE AA SERRE: AUER CL fli NumPy BAECS LCA LENG, IP-EL-E AY value Hf 2 PE tJ NumPy ae. ASAT IT EM ITFS MRE B, C= 1, oo, N) REBUT AOHIE. Jae MERRIE, folio 0,1 beta_1 = pm.Uniform("beta_1" AACA ET LR betas = pm.Uniform("betas", 0, 1, size=N) VER random() iAJHBAPLAE REIT: random ( ) FY L174 — RLU (4 ETE RAIL Fo PRESS 1 eA (re BPG. lambda_1 = pm.Exponential ("lambda 1", 1) # prior o lambda_2 = pm.Exponential ("lambda 2", 1) # pri tau = pm.DiscreteUniform("tau", lower=0, uppe # prior on beh. print "Initialized values..." print "lambda _1.value: %.3£" § lambda_l.value print "lambda 2.value: %.3£" } lambda_2.value print "tau.value: %.3£" print tau.value 30 S25 w—+ 7M PyMC lambda_l.random(), lambda_2.random(), tau.random() print "After calling random() on the variables..." print “lambda 1.value: %.3£" % lambda_1.value print "lambda 2.value: %.3£" % lambda 2.value Print "tau.value: #.3£" § tau.value [output]: Initialized values... lambda_l.value: 0.813 lambda_2.value: 0.246 tau.value: 10.000 After calling random() on the variables... lambda_l.value: 2.029 lambda_2.value: 0.211 tau.value: 4.000 AFR random 22 4E 25 HEIR HEP FAA — TALE MEVSR AFRNMHAKSHEAPAMIL MEM, Albee ke Sb, FATA pyme.deterministic Hf X 4}—7 wh EAE HR. (AMR AAT Python $f WT APRA A ER, BAKA, AEC AEH AAT pyme. deterministic HEN Af). FY Python pac H! HA] — ii sa UTP épm.deterministic def some_deterministic_var(vl=v1l, ): #jelly goes here. bP AURA, FR 14 some_deterministic_var “4 F—~+ 2 Ht dE Python PRE ae HH. SPR HT ALL — AP i PN Ee A, EAE A. TOR PEE. Mi. FRNA AT CB AT LP wa eA ak, Oe Pe T Mie type (lambda_1 + lambda_2) [Output]: pyme. PyMCObjects . Deterministic We AUIS Ee EE | RET PAB. A BAY A a: 21 Sle (A, HI

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