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What is the difference between posterior and posterior predictive distribution?
17 votes

The predictive distribution is usually used when you have learned a posterior distribution for the parameter of some sort of predictive model. For example in Bayesian linear regression, you learn a ...

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How to sample from a discrete distribution?
7 votes

In python you could do something like from scipy.stats import rv_discrete x=[1,2,3,4] px=[0.1,0.4,0.2,0.3] sample=rv_discrete(values=(x,px)).rvs(size=10) Which would give you 10 ...

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How to sample using MCMC from a posterior distribution in general?
4 votes

MCMC is a family of sampling methods (Gibbs, MH, etc.). The point of MCMC is that you cannot sample directly from the posterior distribution that you mentioned. The way MCMC works is a Markov Chain (...

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Scikit linear model predictions not matching
1 votes

I found the error, so I guess I'll answer my own question. Apparently the intercept term is not part of the coefficient vector, its a separate thing, so that has to be added onto the linear ...

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Machine learning for dynamic pricing
0 votes

I have no idea but I can guess based on how I would do it. I would take a reinforcement learning approach. Essentially, have an agent that takes an action (to decrease or increase the price of an ...

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