sampling

Bayesian inference tools created for Statistical Data Analysis 2 course, allowing to execute Gibbs sampling and run some diagnostics on results. Following scripts and functionalities included:

• inference/rain_bayesian_network.py - example of Bayesian network, from which one can sample probabilities, using this repository,
• inference/gibbs_sampler.py - Gibbs sampler used for sampling probabilities,
• diagnostics/convergence.py - tools for convergence diagnostics, among which one is mimicking R visualization function

• gelman_plot (from coda package),

• diagnostics/autocorrelation.py - autocorrelation diagnostics tool, mimicking R visualization function - acf,
• usage_example.py

Rain Bayesian Network

Bayesian network implemented according to SDA2 project specification. Network has following structure: