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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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@itsdfish

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@itsdfish

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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