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Hello, I'm studying the possibility of using this crate for Markov Chain Monte Carlo (MCMC) based inference. In this use case, the log-density of a distribution is evaluated repeatedly at different pa…
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Currently in `ForecastMultivariate` a separate model is trained for each level/variable. Would it be possible to train a single model across all variables where an indicator variable (e.g., one hot en…
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We have a working version for visualising results even for multivariate input data. The quality of these visualisations currently deteriorates as the dimensionality of the input data increases. It wou…
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Hi,
Is it possible with `bambi` to fit multivariate models. I am looking into fitting a model with (at leas) one covariance matrix and two outcomes. I want to estimate the variance components associa…
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@seananderson Have you explored using `s(..., id)` to specify that smoothing terms are shared across factor smooths?
The concept arises in long-form implementation of covariate smooths in a multiva…
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Within the univariate outlier detectiontwo records are dropped, but no clear explanation is given:
```
train_V2.drop(1979, inplace=True)
train_V2.drop(3763, inplace=True)
```
In general this se…
dluts updated
2 hours ago
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Under Section 2.1, "Multivariate Normal", the equations could be more generalized. The first equation AX \sim N(A \mu,A \Sigma A^T) could be generalized to AX+b \sim N(A \mu + b,A \Sigma A^T).
Also, …
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https://github.com/timjzee/rethinking/blob/7cd5ba03a2855a194ba0342178a29f2cf0fd9f5c/R/ulam_templates.R#L474-L476
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Multivariate GLMs are very common in econometrics and also very useful in general. I think this is low-hanging fruit in terms of relative effort vs payoff: Multivariate GLMs should be simple to implem…