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ricardoV94/multiple_changepoint_marginalization.ipynb

Last active July 7, 2024 13:33
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  1. ricardoV94 revised this gist Nov 23, 2022. 1 changed file with 348 additions and 307 deletions.
    655 changes: 348 additions & 307 deletions multiple_changepoint_marginalization.ipynb
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  2. ricardoV94 revised this gist Nov 23, 2022. 1 changed file with 352 additions and 352 deletions.
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  3. ricardoV94 revised this gist Nov 23, 2022. 1 changed file with 1 addition and 1 deletion.
    2 changes: 1 addition & 1 deletion multiple_changepoint_marginalization.ipynb
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    "source": [
    "# Context\n",
    "\n",
    "This notebook is a follow up to an excelenet notebook by [ckrapu](https://discourse.pymc.io/u/ckrapu), shared in this [Discourse issue](https://discourse.pymc.io/t/hierarchical-changepoint-detection/10789)\n",
    "This notebook is a follow up to an excelent notebook by [ckrapu](https://discourse.pymc.io/u/ckrapu), shared in this [Discourse issue](https://discourse.pymc.io/t/hierarchical-changepoint-detection/10789)\n",
    "\n",
    "It attempts to sample the first iteration model, marginalizing over the number of changepoints. This relies on a not-yet merged PR in pymc-experimental: https://github.com/pymc-devs/pymcx/pull/91"
    ]
  4. ricardoV94 created this gist Nov 23, 2022.
    1,268 changes: 1,268 additions & 0 deletions multiple_changepoint_marginalization.ipynb
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