In [284]:
%matplotlib inline

import numpy as np
import matplotlib.pyplot as plt
import pymc as pm2
import pymc3 as pm
import time 
import math
import numpy.random as rd
import pandas as pd
from pymc3 import summary

In [271]:
from pymc3.backends.base import merge_traces
import theano.tensor as T

メトロポリス法

(1)パラメーターqの初期値を選ぶ

(2)qを増やすか減らすかをランダムに決める

(3)q(新)において尤度が大きくなるならqの値をq(新)に変更する

(4)q(新)で尤度が小さくなる場合であっても、確率rでqの値をq(新)に変更する


In [116]:
def comb(n, r):
    if n == 0 or r == 0: return 1
    return comb(n, r - 1) * (n - r + 1) / r

def prob(n, y, q):
    p = comb(n, y) * q ** y * (1 - q) ** (n - y)
    return p

def likelighood(n, y, q):
    p = 1.0
    for i in y:
        p = p*prob(n, i, q)
    return p

def metropolis(n, y, q, b, num):
    qlist = np.array([q])
    for i in range(num):
        old_q = q
        q = q+np.random.choice([b, -b])
        old_l = likelighood(n, y, old_q)
        new_l = likelighood(n, y, q)
        if new_l > old_l:
            old_q = q
        else:
            r = new_l/old_l
            q = np.random.choice([q, old_q], p=[r, 1.0-r])
        q = round(q, 5)
        qlist = np.append(qlist, q)
    return q, qlist

In [122]:
y = [4, 3, 4, 5, 5, 2, 3, 1, 4, 0, 1, 5, 5, 6, 5, 4, 4, 5, 3, 4]

q, qlist = metropolis(8, y, 0.3, 0.01, 10000)

In [129]:
plt.plot(qlist)


Out[129]:
[<matplotlib.lines.Line2D at 0x10da78550>]

In [128]:
plt.hist(qlist)


Out[128]:
(array([    8.,    11.,   202.,   996.,  2589.,  3185.,  2002.,   796.,
          198.,    14.]),
 array([ 0.3  ,  0.329,  0.358,  0.387,  0.416,  0.445,  0.474,  0.503,
         0.532,  0.561,  0.59 ]),
 <a list of 10 Patch objects>)

In [245]:
qlist.mean()


Out[245]:
0.45695930406959306

In [247]:
N = 40
X = np.random.uniform(10, size=N)
Y = X*30 + 4 + np.random.normal(0, 16, size=N)
plt.plot(X, Y, "o")


Out[247]:
[<matplotlib.lines.Line2D at 0x117cd2910>]

In [252]:
multicore = False
saveimage = False

itenum = 1000
t0 = time.clock()
chainnum = 3

with pm.Model() as model:
    alpha = pm.Normal('alpha', mu=0, sd =20)
    beta = pm.Normal('beta', mu=0, sd=20)
    sigma = pm.Uniform('sigma', lower=0)
    y = pm.Normal('y', mu=beta*X + alpha, sd=sigma, observed=Y)
    start = pm.find_MAP()
    step = pm.NUTS(state=start)

In [261]:
with model:
    if(multicore):
        trace = pm.sample(itenum, step, start=start,
                          njobs=chainnum, random_seed=range(chainnum),
                          progress_bar=False)
    else:
        ts = [pm.sample(itenum, step, chain=i, progressbar=False) for i in range(chainnum)]
        trace = merge_traces(ts)
    if(saveimage):
        pm.tracepot(trace).savefig("simple_linear_trace.png")
    print "Rhat="+str(pm.gelman_rubin(trace))
t1=time.clock()
print "elapsed time=" + str(t1-t0)


Rhat={'alpha': 1.0002636216914187, 'beta': 0.99959538672461912, 'sigma': 1.0032735164477551, 'sigma_interval': 1.0323942771051835}
elapsed time=663.205294

In [263]:
if(not multicore):
    trace = ts[0]
with model:
    pm.traceplot(trace, model.vars)



In [265]:
pm.forestplot(trace)


Out[265]:
<matplotlib.gridspec.GridSpec at 0x12956a150>

In [286]:
summary(trace[4000:])


p_logodds:

  Mean             SD               MC Error         95% HPD interval
  -------------------------------------------------------------------
  
  -0.048           0.065            0.001            [-0.173, 0.080]

  Posterior quantiles:
  2.5            25             50             75             97.5
  |--------------|==============|==============|--------------|
  
  -0.176         -0.092         -0.048         -0.003         0.078


mu0:

  Mean             SD               MC Error         95% HPD interval
  -------------------------------------------------------------------
  
  -0.943           0.045            0.000            [-1.030, -0.858]

  Posterior quantiles:
  2.5            25             50             75             97.5
  |--------------|==============|==============|--------------|
  
  -1.031         -0.974         -0.943         -0.912         -0.859


mu1:

  Mean             SD               MC Error         95% HPD interval
  -------------------------------------------------------------------
  
  1.037            0.046            0.000            [0.949, 1.124]

  Posterior quantiles:
  2.5            25             50             75             97.5
  |--------------|==============|==============|--------------|
  
  0.948          1.006          1.036          1.069          1.124


p:

  Mean             SD               MC Error         95% HPD interval
  -------------------------------------------------------------------
  
  0.488            0.016            0.000            [0.457, 0.520]

  Posterior quantiles:
  2.5            25             50             75             97.5
  |--------------|==============|==============|--------------|
  
  0.456          0.477          0.488          0.499          0.519


mu:

  Mean             SD               MC Error         95% HPD interval
  -------------------------------------------------------------------
  
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
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  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  -0.943           0.045            0.000            [-1.030, -0.858]
  1.037            0.046            0.000            [0.949, 1.124]
  1.037            0.046            0.000            [0.949, 1.124]

  Posterior quantiles:
  2.5            25             50             75             97.5
  |--------------|==============|==============|--------------|
  
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  -1.031         -0.974         -0.943         -0.912         -0.859
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
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  -1.031         -0.974         -0.943         -0.912         -0.859
  0.948          1.006          1.036          1.069          1.124
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  -1.031         -0.974         -0.943         -0.912         -0.859
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  0.948          1.006          1.036          1.069          1.124
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  0.948          1.006          1.036          1.069          1.124
  0.948          1.006          1.036          1.069          1.124


In [266]:
data = pd.read_csv("http://hosho.ees.hokudai.ac.jp/~kubo/stat/iwanamibook/fig/hbm/data7a.csv")

plt.bar(range(9), data.groupby('y').sum().id)
data.groupby('y').sum().T


Out[266]:
y 0 1 2 3 4 5 6 7 8
id 1074 691 459 137 315 192 402 830 950

In [ ]:
plt.plot(y, 'o')

In [267]:
Y = np.array(data.y)[:6]

In [279]:
def invlogit(v):
    return T.exp(v)/(T.exp(v) + 1)

with pm.Model() as model_hier:
    s = pm.Uniform('s', 0, 1.0E+2)
    beta = pm.Normal('beta', 0, 1.0E+2)
    r = pm.Normal('r', 0, s, shape=len(Y))
    q = invlogit(beta+r)
    y = pm.Binomial('y', 8, q, observed=Y)
    
    step = pm.Slice([s, beta, r])
    trace_hier = pm.sample(1000, step)
    
with model_hier:
    pm.traceplot(trace_hier, model_hier.vars)


 [-----------------100%-----------------] 1000 of 1000 complete in 3.9 sec

In [234]:
# Intialize random number generator
np.random.seed(123)

# True parameter values
alpha, sigma = 1, 1
beta = [1, 2.5]

# Size of dataset
size = 100

# Predictor variable
X1 = np.linspace(0, 1, size)
X2 = np.linspace(0,.2, size)

# Simulate outcome variable
Y = alpha + beta[0]*X1 + beta[1]*X2 + np.random.randn(size)*sigma

In [243]:
basic_model = Model()

with basic_model:

    # Priors for unknown model parameters
    alpha = Normal('alpha', mu=0, sd=10)
    beta = Normal('beta', mu=0, sd=10, shape=2)
    sigma = HalfNormal('sigma', sd=1)

    # Expected value of outcome
    mu = alpha + beta[0]*X1 + beta[1]*X2

    # Likelihood (sampling distribution) of observations
    Y_obs = Normal('Y_obs', mu=mu, sd=sigma, observed=Y)

In [241]:
x_sample = np.random.normal(loc=1.0, scale=1.0, size=1000)

with pm.Model() as model:
	mu = pm.Normal('mu', mu=0., sd=0.1)
	x = pm.Normal('x', mu=mu, sd=1., observed=x_sample)

with model:
	start = pm.find_MAP()
	step = pm.NUTS()
	trace = pm.sample(10000, step, start)


 [-----------------100%-----------------] 10000 of 10000 complete in 3.7 sec

In [285]:
ndims = 2
nobs = 20

n = 1000
y_sample = np.random.binomial(1, 0.5, size=(n,))
x_sample=np.empty(n)
x_sample[y_sample==0] = np.random.normal(-1, 1, size=(n, ))[y_sample==0]
x_sample[y_sample==1] = np.random.normal(1, 1, size=(n, ))[y_sample==1]

with pm.Model() as model:
	p = pm.Beta('p', alpha=1.0, beta=1.0)
	y = pm.Bernoulli('y', p=p, observed=y_sample)
	mu0 = pm.Normal('mu0', mu=0., sd=1.)
	mu1 = pm.Normal('mu1', mu=0., sd=1.)

	mu = pm.Deterministic('mu', mu0 * (1-y_sample) + mu1 * y_sample)
	
	x = pm.Normal('x', mu=mu, sd=1., observed=x_sample)

with model:
	start = pm.find_MAP()
	step = pm.NUTS()
	trace = pm.sample(10000, step, start)

pm.traceplot(trace)
plt.savefig("result2.jpg")


---------------------------------------------------------------------------
KeyboardInterrupt                         Traceback (most recent call last)
<ipython-input-285-72532e73f473> in <module>()
     20 with model:
     21         start = pm.find_MAP()
---> 22         step = pm.NUTS()
     23         trace = pm.sample(10000, step, start)
     24 

/Users/nigg/anaconda/lib/python2.7/site-packages/pymc3/step_methods/nuts.pyc in __init__(self, vars, scaling, step_scale, is_cov, state, Emax, target_accept, gamma, k, t0, model, profile, **kwargs)
     66 
     67         if isinstance(scaling, dict):
---> 68             scaling = guess_scaling(Point(scaling, model=model), model=model, vars = vars)
     69 
     70 

/Users/nigg/anaconda/lib/python2.7/site-packages/pymc3/tuning/scaling.pyc in guess_scaling(point, vars, model)
     79 def guess_scaling(point, vars=None, model=None):
     80     model = modelcontext(model)
---> 81     h = find_hessian_diag(point, vars, model=model)
     82     return adjust_scaling(h)
     83 

/Users/nigg/anaconda/lib/python2.7/site-packages/pymc3/tuning/scaling.pyc in find_hessian_diag(point, vars, model)
     74     """
     75     model = modelcontext(model)
---> 76     H = model.fastfn(hessian_diag(model.logpt, vars))
     77     return H(Point(point, model=model))
     78 

/Users/nigg/anaconda/lib/python2.7/site-packages/pymc3/memoize.pyc in memoizer(*args, **kwargs)
     12 
     13         if key not in cache:
---> 14             cache[key] = obj(*args, **kwargs)
     15 
     16         return cache[key]

/Users/nigg/anaconda/lib/python2.7/site-packages/pymc3/theanof.pyc in hessian_diag(f, vars)
    101 
    102     if vars:
--> 103         return -t.concatenate([hessian_diag1(f, v) for v in vars], axis=0)
    104     else:
    105         return empty_gradient

/Users/nigg/anaconda/lib/python2.7/site-packages/pymc3/theanof.pyc in hessian_diag1(f, v)
     86 def hessian_diag1(f, v):
     87 
---> 88     g = gradient1(f, v)
     89     idx = t.arange(g.shape[0])
     90 

/Users/nigg/anaconda/lib/python2.7/site-packages/pymc3/theanof.pyc in gradient1(f, v)
     42 def gradient1(f, v):
     43     """flat gradient of f wrt v"""
---> 44     return t.flatten(t.grad(f, v, disconnected_inputs='warn'))
     45 
     46 

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in grad(cost, wrt, consider_constant, disconnected_inputs, add_names, known_grads, return_disconnected, null_gradients)
    559 
    560     rval = _populate_grad_dict(var_to_app_to_idx,
--> 561                                grad_dict, wrt, cost_name)
    562 
    563     for i in xrange(len(rval)):

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in _populate_grad_dict(var_to_app_to_idx, grad_dict, wrt, cost_name)
   1322         return grad_dict[var]
   1323 
-> 1324     rval = [access_grad_cache(elem) for elem in wrt]
   1325 
   1326     return rval

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in access_grad_cache(var)
   1277                     for idx in node_to_idx[node]:
   1278 
-> 1279                         term = access_term_cache(node)[idx]
   1280 
   1281                         if not isinstance(term, gof.Variable):

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in access_term_cache(node)
    971             inputs = node.inputs
    972 
--> 973             output_grads = [access_grad_cache(var) for var in node.outputs]
    974 
    975             # list of bools indicating if each output is connected to the cost

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in access_grad_cache(var)
   1277                     for idx in node_to_idx[node]:
   1278 
-> 1279                         term = access_term_cache(node)[idx]
   1280 
   1281                         if not isinstance(term, gof.Variable):

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in access_term_cache(node)
    971             inputs = node.inputs
    972 
--> 973             output_grads = [access_grad_cache(var) for var in node.outputs]
    974 
    975             # list of bools indicating if each output is connected to the cost

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in access_grad_cache(var)
   1277                     for idx in node_to_idx[node]:
   1278 
-> 1279                         term = access_term_cache(node)[idx]
   1280 
   1281                         if not isinstance(term, gof.Variable):

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gradient.pyc in access_term_cache(node)
   1097                                              new_output_grads)):
   1098                     orig_output, new_output_grad = packed
-> 1099                     if not hasattr(orig_output, 'shape'):
   1100                         continue
   1101                     if isinstance(new_output_grad.type, DisconnectedType):

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/tensor/var.pyc in <lambda>(self)
    279             return theano.tensor.basic.transpose(self, axes)
    280 
--> 281     shape = property(lambda self: theano.tensor.basic.shape(self))
    282 
    283     size = property(lambda self: self.shape[0] if self.ndim == 1 else

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/op.pyc in __call__(self, *inputs, **kwargs)
    645                 # compute output value once with test inputs to validate graph
    646                 thunk = node.op.make_thunk(node, storage_map, compute_map,
--> 647                                            no_recycling=[])
    648                 thunk.inputs = [storage_map[v] for v in node.inputs]
    649                 thunk.outputs = [storage_map[v] for v in node.outputs]

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/op.pyc in make_thunk(self, node, storage_map, compute_map, no_recycling)
    916             try:
    917                 return self.make_c_thunk(node, storage_map, compute_map,
--> 918                                          no_recycling)
    919             except (NotImplementedError, utils.MethodNotDefined):
    920                 logger.debug('Falling back on perform')

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/op.pyc in make_c_thunk(self, node, storage_map, compute_map, no_recycling)
    834         logger.debug('Trying CLinker.make_thunk')
    835         outputs = cl.make_thunk(input_storage=node_input_storage,
--> 836                                 output_storage=node_output_storage)
    837         fill_storage, node_input_filters, node_output_filters = outputs
    838 

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/cc.pyc in make_thunk(self, input_storage, output_storage, storage_map, keep_lock)
   1207         cthunk, in_storage, out_storage, error_storage = self.__compile__(
   1208             input_storage, output_storage, storage_map,
-> 1209             keep_lock=keep_lock)
   1210 
   1211         res = _CThunk(cthunk, init_tasks, tasks, error_storage)

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/cc.pyc in __compile__(self, input_storage, output_storage, storage_map, keep_lock)
   1145                                     output_storage,
   1146                                     storage_map,
-> 1147                                     keep_lock=keep_lock)
   1148         return (thunk,
   1149                 [link.Container(input, storage) for input, storage in

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/cc.pyc in cthunk_factory(self, error_storage, in_storage, out_storage, storage_map, keep_lock)
   1594         """
   1595         try:
-> 1596             key = self.cmodule_key()
   1597         except KeyError:
   1598             key = None

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/cc.pyc in cmodule_key(self)
   1289         """
   1290         return self.cmodule_key_(self.fgraph, self.no_recycling,
-> 1291                                  compile_args=self.compile_args(),
   1292                                  libraries=self.libraries(),
   1293                                  header_dirs=self.header_dirs(),

/Users/nigg/anaconda/lib/python2.7/site-packages/theano/gof/cc.pyc in compile_args(self)
    948             try:
    949                 try:
--> 950                     ret += x.c_compile_args(c_compiler)
    951                 except TypeError:
    952                     ret += x.c_compile_args()

KeyboardInterrupt: 

In [278]:
x_sample = np.random.normal(loc=1.0, scale=1.0, size=1000)

with pm.Model() as model:
	mu = pm.Normal('mu', mu=0., sd=0.1)
	x = pm.Normal('x', mu=mu, sd=1., observed=x_sample)

with model:
	start = pm.find_MAP()
	step = pm.NUTS()
	trace = pm.sample(10000, step, start)

pm.traceplot(trace)
plt.savefig("result1.jpg")


 [-----------------100%-----------------] 10000 of 10000 complete in 3.1 sec

In [282]:
ndims = 2
nobs = 20

n = 1000
y_sample = np.random.binomial(1, 0.5, size=(n,))
x_sample=np.empty(n)
x_sample[y_sample==0] = np.random.normal(-1, 1, size=(n, ))[y_sample==0]
x_sample[y_sample==1] = np.random.normal(1, 1, size=(n, ))[y_sample==1]

with pm.Model() as model:
	p = pm.Beta('p', alpha=1.0, beta=1.0)
	y = pm.Bernoulli('y', p=p, observed=y_sample)
	mu0 = pm.Normal('mu0', mu=0., sd=1.)
	mu1 = pm.Normal('mu1', mu=0., sd=1.)

	mu = pm.Deterministic('mu', mu0 * (1-y_sample) + mu1 * y_sample)
	
	x = pm.Normal('x', mu=mu, sd=1., observed=x_sample)

with model:
	start = pm.find_MAP()
	step = pm.NUTS()
	trace = pm.sample(10000, step, start)

pm.traceplot(trace)
plt.savefig("result2.jpg")


 [-----------------100%-----------------] 10000 of 10000 complete in 9.8 sec

In [ ]: