[EXE] Introduction to Bayesian Statistical Modeling
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Learning Goals
- Learn the concepts behind Bayesian statistical modeling with PyMC3
- Compare and contrast the frequentist and the Bayesian inference approaches
Exercise Statement
Compare the stochastic gradient based frequentist's method vs. probabilistic Bayesian method to solve a simple linear regression problem and interpret and contrast the outcomes from both the approaches.
Prerequisites
- Basic knowledge about linear regression (#43)
- Basic knowledge of Bayesian approach to probability
Data source/summary:
This comparison can be performed on a simulated data generated through sklearn.make_regression function.