This repository was archived by the owner on Mar 21, 2025. It is now read-only.
This repository was archived by the owner on Mar 21, 2025. It is now read-only.
Optimizations for Poisson Regression #10
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Description
Incorporate optimizations for Poisson regression once changes are added to a new release in DistributionsAD.
Here is the model Mohamed suggested:
@model AHMCpoisson2(y, x, idx, N, Ns) = begin
a0 ~ Normal(0, 10)
a1 ~ Normal(0, 1)
a0_sig ~ Truncated(Cauchy(0, 1), 0.0, Inf)
a0s ~ Multi(Normal(0.0, a0_sig), Ns)
λ = a0 .+ a0s[idx] .+ a1 .* x
y ~ ArrayDist(LogPoisson.(λ))
end
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