bayesian-statistics

Summary:

It'd be nice to have a builder pattern for var contexts to make them easy to construct for testing. Something that could be used like this:

MatrixXd m(3, 2); 
...
var_context vc
  = var_context::builder()
    .matrix("a", m)
    .real("f", 2.3)
    .build();

Current Version:

v2.23.0

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