Not hierarchical, but continuous variables. It is our first foray into bayesian inference, so we keep things somewhat simple.
Can't give an exact comparison, but to run a model simulating a single city (rats and fleas and human populations, no spatial component) is in the order of minutes for my student working with PyMC, and fitting a mortality curve based on ~100 datapoints. Myself, I was mostly playing along while supervising, and that model in Anglican is stuck halfway an upgrade to use clojure.as a testing framework. But as I recall, it also used to be in the order of minutes. Will see if I can finish the upgrade and put it online. On Sunday, October 23, 2016 at 8:45:47 PM UTC+2, Dragan Djuric wrote: > Are those hierarchical models? I also suppose the variables are > continuous? What are typical running times for your analysis with Anglican, > and what with PyMC? > > On Sunday, October 23, 2016 at 8:17:16 PM UTC+2, Boris V. Schmid wrote: >> >> I am using Anglican for estimating parameters of epidemiological models, >> generally in the shape of limited (mortality) data, and less than a dozen >> parameters that need to be simultaneously estimated. Works fine for that. A >> good example of that type of problem is here: >> http://www.smallperturbation.com/epidemic-with-real-data (but with PyMC, >> a similar package for python). >> >> But you might be right that it won't hold in high-dimensional problems. >> People in genomics are running models with many thousands of parameters >> when trying to figure out how different genes contribute to a particular >> cell phenotype. Don't think I would try that in Anglican :-). >> >> >> On Sunday, October 23, 2016 at 6:06:49 PM UTC+2, Dragan Djuric wrote: >>> >>> Thanks. I know about Anglican, but it is not even in the same category, >>> other than being Bayesian. Anglican also has MCMC, but, looking at the >>> implementation, it seems it is useful only on smaller problems with >>> straightforward and low-dimensional basic distributions, or discrete >>> problems/distributions. I do not see how it can be used to solve even >>> standard textbook examples in "real" bayesian data analysis. Otherwise, I'd >>> use/improve Anglican, although its GPL license is a bit of a showstopper. >>> >>> I would loved to have been able to see how far Anglican can go >>> performance-wise, and stretch it to its limits, though. However, it wasn't >>> obvious how to construct any of more serious data analysis problems. Having >>> seen its implementation, I expect the performance comparison would make >>> Bayadera shine, so I hope I'll be able to construct some examples that can >>> be implemented in both environments :) >>> >>> On Sunday, October 23, 2016 at 3:47:50 PM UTC+2, Boris V. Schmid wrote: >>>> >>>> Thanks Dragan. >>>> >>>> Interesting slides, and interesting section on Bayadera. Incanter, as >>>> far as I know indeed doesn't support MCMC, but there is a fairly large >>>> project based on clojure that does a lot of bayesian inference. >>>> >>>> Just in case you haven't run into it: >>>> http://www.robots.ox.ac.uk/~fwood/anglican/examples/index.html >>>> >>>> (for the far future, there are some interesting developments happening >>>> with approximate bayesian inference using neural network classification to >>>> speed things up. Fun stuff.) >>>> >>>> On Thursday, October 20, 2016 at 11:38:25 PM UTC+2, Dragan Djuric wrote: >>>>> >>>>> Hi all, I posted slides for my upcoming EuroClojure talk, so you can >>>>> enjoy the talk without having to take notes: >>>>> http://dragan.rocks/articles/16/Clojure-is-not-afraid-of-the-GPU-slides-EuroClojure >>>>> >>>> -- You received this message because you are subscribed to the Google Groups "Clojure" group. To post to this group, send email to clojure@googlegroups.com Note that posts from new members are moderated - please be patient with your first post. To unsubscribe from this group, send email to clojure+unsubscr...@googlegroups.com For more options, visit this group at http://groups.google.com/group/clojure?hl=en --- You received this message because you are subscribed to the Google Groups "Clojure" group. To unsubscribe from this group and stop receiving emails from it, send an email to clojure+unsubscr...@googlegroups.com. For more options, visit https://groups.google.com/d/optout.
