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Bayesian Analysis with Python

You're reading from   Bayesian Analysis with Python Introduction to statistical modeling and probabilistic programming using PyMC3 and ArviZ

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Product type Paperback
Published in Dec 2018
Publisher Packt
ISBN-13 9781789341652
Length 356 pages
Edition 2nd Edition
Languages
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Author (1):
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Osvaldo Martin Osvaldo Martin
Author Profile Icon Osvaldo Martin
Osvaldo Martin
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Table of Contents (11) Chapters Close

Preface 1. Thinking Probabilistically FREE CHAPTER 2. Programming Probabilistically 3. Modeling with Linear Regression 4. Generalizing Linear Models 5. Model Comparison 6. Mixture Models 7. Gaussian Processes 8. Inference Engines 9. Where To Go Next?
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Generalized linear models

One of the core ideas of this chapter is rather simple: in order to predict the mean of an output variable, we can apply an arbitrary function to a linear combination of input variable.

Where is a function, we will call inverse link function. There are many inverse link functions we can choose; probably the simplest one is the identity function. This is a function that returns the same value used as its argument. All models from Chapter 3, Modeling with Linear Regression used the identity function, and for simplicity we just omit it. The identity function may not be very useful on its own, but it allows us to think of several different models in a more unified way.

Why do we call f, the inverse link function, instead of just the link function? Because traditionally people apply functions to the other side of equation 4.1, and unfortunately for us,...
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