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It kind of seems like the example in the iPython notebook is a red herring. Wouldn't using a Multivariate Gaussian algorithm perform just as well as probabilist
by vamin 10y ago
It kind of seems like the example in the iPython notebook is a red herring. Wouldn't using a Multivariate Gaussian algorithm perform just as well as probabilistic programming in this case?
- nightski 10y agoUnless I am missing something it is using a multivariate Gaussian. What the probabilistic programming is doing is inferring the mean and variance from the data. cons[i] ~ normal(mu_cons, sigma_cons) T[0.0,]; latency[i] ~ normal(beta * cons[i], sigma_latency) T[0.0,]; // latency is linearly related to cons These are both normal distributions.