How to use the pymc.Exponential function in pymc

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github PredictiveScienceLab / pysmc / examples / reaction_kinetics_model.py View on Github external
def make_model():
    import pickle
    with open('reaction_kinetics_data.pickle', 'rb') as fd:
        data = pickle.load(fd, encoding='latin1')
    y_obs = data['y_obs']
    # The priors for the reaction rates:
    k1 = pymc.Lognormal('k1', mu=2, tau=1./(10. ** 2), value=5.)
    k2 = pymc.Lognormal('k2', mu=4, tau=1./(10. ** 2), value=5.)
    # The noise term
    #sigma = pymc.Uninformative('sigma', value=1.)
    sigma = pymc.Exponential('sigma', beta=1.)
    # The forward model
    re_solver = ReactionKineticsSolver()
    @pymc.deterministic
    def model_output(value=None, k1=k1, k2=k2):
        return re_solver(k1, k2)
    # The likelihood term
    @pymc.stochastic(observed=True)
    def output(value=y_obs, mod_out=model_output, sigma=sigma, gamma=1.):
        return gamma * pymc.normal_like(y_obs, mu=mod_out, tau=1/sigma ** 2)
    return locals()
github YeoLab / anchor / anchor / monte_carlo.py View on Github external
def estimate_alpha_beta(data, n_iter=1000, plot=False):
#     data = data.dropna()
    alpha_var = pm.Exponential('alpha', .5)
    beta_var = pm.Exponential('beta', .5)

    observations = pm.Beta('observations', alpha_var, beta_var, value=data,
                           observed=True)

    model = pm.Model([alpha_var, beta_var])
    mcmc = pm.MCMC(model)
    mcmc.sample(n_iter)

    if plot:
        from pymc.Matplot import plot
        plot(mcmc)
        sns.despine()

    alphas = mcmc.trace('alpha')[:]
    betas = mcmc.trace('beta')[:]
github pymc-devs / pymc3 / pymc / examples / disaster_model_gof.py View on Github external
disasters_array =   array([ 4, 5, 4, 0, 1, 4, 3, 4, 0, 6, 3, 3, 4, 0, 2, 6,
                            3, 3, 5, 4, 5, 3, 1, 4, 4, 1, 5, 5, 3, 4, 2, 5,
                            2, 2, 3, 4, 2, 1, 3, 2, 2, 1, 1, 1, 1, 3, 0, 0,
                            1, 0, 1, 1, 0, 0, 3, 1, 0, 3, 2, 2, 0, 1, 1, 1,
                            0, 1, 0, 1, 0, 0, 0, 2, 1, 0, 0, 0, 1, 1, 0, 2,
                            3, 3, 1, 1, 2, 1, 1, 1, 1, 2, 4, 2, 0, 0, 1, 4,
                            0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1])

n = len(disasters_array)

# Define data and stochastics

switchpoint = pm.DiscreteUniform('switchpoint',lower=0,upper=110)
early_mean = pm.Exponential('early_mean',beta=1.)
late_mean = pm.Exponential('late_mean',beta=1.)

@pm.stochastic(observed=True, dtype=int)
def disasters(  value = disasters_array,
                early_mean = early_mean,
                late_mean = late_mean,
                switchpoint = switchpoint):
    """Annual occurences of coal mining disasters."""
    return pm.poisson_like(value[:switchpoint],early_mean) + pm.poisson_like(value[switchpoint:],late_mean)

@pm.deterministic
def disasters_sim(early_mean = early_mean,
                late_mean = late_mean,
                switchpoint = switchpoint):
    """Coal mining disasters sampled from the posterior predictive distribution"""
    return concatenate( (pm.rpoisson(early_mean, size=switchpoint), pm.rpoisson(late_mean, size=n-switchpoint)))
github aflaxman / gbd / space_time_model / model.py View on Github external
e_r,c,t,a ~ N(0, (gamma * W_r,c,t,a)**2 + sigma_e**2)
    """
    # covariates
    K1 = count_covariates(data, 'x')
    K2 = count_covariates(data, 'w')
    X = pl.array([data['x%d'%i] for i in range(K1)])
    W = pl.array([data['w%d'%i] for i in range(K2)])

    # priors
    beta = mc.Laplace('beta', mu=0., tau=1., value=pl.zeros(K1))
    gamma = mc.Exponential('gamma', beta=1., value=pl.zeros(K2))
    sigma_e = mc.Exponential('sigma_e', beta=1., value=1.)

    # hyperpriors for GPs  (These seem to really matter!)
    sigma_f = mc.Exponential('sigma_f', beta=1., value=[1., 1., .1])
    tau_f = mc.Truncnorm('tau_f', mu=25., tau=5.**-2, a=10, b=pl.inf, value=[25., 25., 25.])
    diff_degree = [2., 2., 2.]

    # fixed-effect predictions
    @mc.deterministic
    def mu(X=X, beta=beta):
        """ mu_i,r,c,t,a = beta * X_i,r,c,t,a"""
        return pl.dot(beta, X)
    @mc.deterministic
    def sigma_explained(W=W, gamma=gamma):
        """ sigma_explained_i,r,c,t,a = gamma * W_i,r,c,t,a"""
        return pl.dot(pl.atleast_1d(gamma), pl.atleast_2d(W))


    # GP random effects
    ## make index dicts to convert from region/country/age to array index
github pymc-devs / pymc3 / pymc / examples / DisasterModel.py View on Github external
"""
__all__ = ['s','e','l','r','D']

from pymc import DiscreteUniform, Exponential, deterministic, Poisson, Uniform
import numpy as np

disasters_array =   np.array([ 4, 5, 4, 0, 1, 4, 3, 4, 0, 6, 3, 3, 4, 0, 2, 6,
                   3, 3, 5, 4, 5, 3, 1, 4, 4, 1, 5, 5, 3, 4, 2, 5,
                   2, 2, 3, 4, 2, 1, 3, 2, 2, 1, 1, 1, 1, 3, 0, 0,
                   1, 0, 1, 1, 0, 0, 3, 1, 0, 3, 2, 2, 0, 1, 1, 1,
                   0, 1, 0, 1, 0, 0, 0, 2, 1, 0, 0, 0, 1, 1, 0, 2,
                   3, 3, 1, 1, 2, 1, 1, 1, 1, 2, 4, 2, 0, 0, 1, 4,
                   0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1])

s = DiscreteUniform('s', lower=0, upper=110)
e = Exponential('e', beta=1)
l = Exponential('l', beta=1)

@deterministic(plot=False)
def r(s=s, e=e, l=l):
    """Concatenate Poisson means"""
    out = np.empty(len(disasters_array))
    out[:s] = e
    out[s:] = l
    return out

D = Poisson('D', mu=r, value=disasters_array, observed=True)

if __name__ == '__main__':
    from pymc import MCMC, Metropolis
    M = MCMC([s,e,l,D], db='hdf5')
    M.use_step_method(Metropolis, e, tally=True)
github pymc-devs / pymc3 / pymc / examples / gp / more_examples / Duffy / model.py View on Github external
def make_gp_submodel(suffix, mesh, africa_val=None, with_africa_covariate=False):
    """
    A small function that creates the mean and covariance object
    of the random field.
    """
    
    # from duffy import cut_matern
    
    # The partial sill.
    amp = pm.Exponential('amp_%s'%suffix, .1, value=1.)
    
    # The range parameter. Units are RADIANS. 
    # 1 radian = the radius of the earth, about 6378.1 km
    # scale = pm.Exponential('scale', 1./.08, value=.08)
    
    scale = pm.Exponential('scale_%s'%suffix, 1, value=.08)
    scale_in_km = scale*6378.1
    
    # The nugget variance. Lower-bounded to preserve mixing.
    V = pm.Exponential('V_%s'%suffix, 1, value=1.)
    @pm.potential
    def V_bound(V=V):
        if V<.1:
            return -np.inf
        else:
            return 0
    
    # Create the covariance & its evaluation at the data locations.
    @pm.deterministic(trace=True,name='C_%s'%suffix)
    def C(amp=amp, scale=scale):
        return pm.gp.FullRankCovariance(pm.gp.exponential.geo_rad, amp=amp, scale=scale)
github pymc-devs / pymc3 / docs / guidecode / modelchecking.py View on Github external
# Changed beta for e
pm.Matplot.autocorrelation(S.e)


### SETUP ###
disasters_array =   numpy.array([ 4, 5, 4, 0, 1, 4, 3, 4, 0, 6, 3, 3, 4, 0, 2, 6,
                   3, 3, 5, 4, 5, 3, 1, 4, 4, 1, 5, 5, 3, 4, 2, 5,
                   2, 2, 3, 4, 2, 1, 3, 2, 2, 1, 1, 1, 1, 3, 0, 0,
                   1, 0, 1, 1, 0, 0, 3, 1, 0, 3, 2, 2, 0, 1, 1, 1,
                   0, 1, 0, 1, 0, 0, 0, 2, 1, 0, 0, 0, 1, 1, 0, 2,
                   3, 3, 1, 1, 2, 1, 1, 1, 1, 2, 4, 2, 0, 0, 1, 4,
                   0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1])

switchpoint = pm.DiscreteUniform('s', lower=0, upper=110)
early_mean = pm.Exponential('e', beta=1)
late_mean = pm.Exponential('l', beta=1)

@pm.stochastic(observed=True, dtype=int)
def disasters(  value = disasters_array,
                early_mean = early_mean,
                late_mean = late_mean,
                switchpoint = switchpoint):
    """Annual occurences of coal mining disasters."""
    return pm.poisson_like(value[:switchpoint],early_mean) + \
        pm.poisson_like(value[switchpoint:],late_mean)



@pm.deterministic
def disasters_sim(early_mean = early_mean,
                late_mean = late_mean,
                switchpoint = switchpoint):
github pymc-devs / pymc3 / pymc / sandbox / parse_winbugs.py View on Github external
pass


# ========================================================
# = Map BUGS distributions to PyMC Stochastic subclasses =
# ========================================================

bugs_dists = {'bern': (pm.Bernoulli, 'p'),
                'bin': (pm.Binomial, 'p', 'n'),
                'cat': (pm.Categorical, 'p'),
                # 'negbin': (pm.NegativeBinomial, '') Need to implement standard parameterization or else translate with a Deterministic.
                'pois': (pm.Poisson, 'mu'),
                'beta': (pm.Beta, 'alpha', 'beta'),
                'chisqr': (pm.Chi2, 'nu'),
                # 'dexp': Double exponential distribution not implemented.
                'exp': (pm.Exponential, 'beta'),
                'gamma': (pm.Gamma, 'alpha', 'beta'),
                # 'gen.gamma': Not implemented
                'lnorm': (pm.Lognormal, 'mu', 'tau'),
                # 'logis': Logistic distribution not implemented
                'norm': (pm.Normal, 'mu', 'tau'),
                # 'par': Pareto distribution not implemented.
                # 't': T distribution not implemented !?
                'unif': (pm.Uniform, 'lower', 'upper'),
                # 'weib': Uses different parameterization than we do.
                'multi': (pm.Multinomial, 'p', 'n'),
                # 'dirch': Need to apply CompletedDirichlet
                'mnorm': (pm.MvNormal, 'mu', 'tau'),
                # 'mt': Multivariate student's T not implemented
                'wish': (pm.Wishart, 'T', 'n')}
github pymc-devs / pymc3 / pymc / examples / gp / more_examples / Duffy / model.py View on Github external
def make_gp_submodel(suffix, mesh, africa_val=None, with_africa_covariate=False):
    """
    A small function that creates the mean and covariance object
    of the random field.
    """
    
    # from duffy import cut_matern
    
    # The partial sill.
    amp = pm.Exponential('amp_%s'%suffix, .1, value=1.)
    
    # The range parameter. Units are RADIANS. 
    # 1 radian = the radius of the earth, about 6378.1 km
    # scale = pm.Exponential('scale', 1./.08, value=.08)
    
    scale = pm.Exponential('scale_%s'%suffix, 1, value=.08)
    scale_in_km = scale*6378.1
    
    # The nugget variance. Lower-bounded to preserve mixing.
    V = pm.Exponential('V_%s'%suffix, 1, value=1.)
    @pm.potential
    def V_bound(V=V):
        if V<.1:
            return -np.inf
        else:
            return 0

pymc

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with PyTensor

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