Bernoulli Trials

Making a poor approximation of Figure 2.5 from Richard McElreath’s “Statistical Rethinking”.

import pymc3 as pm
import matplotlib.pyplot as plt

data = [1, 0, 1, 1, 1, 0, 1, 0, 1]
samples = {}

for i in range(len(data)):
    subset = data[:i+1]
    with pm.Model() as model:
        p = pm.Uniform("p", 0, 1)
        y = pm.Bernoulli("y", p=p, observed=subset)
        trace = pm.sample(10000, chains=1)
        samples[i] = trace.get_values('p')

Out:

/home/kevin/projects/kevbase/sphinx/examples/misc/bernoulli-trials.py:19: FutureWarning: In v4.0, pm.sample will return an `arviz.InferenceData` object instead of a `MultiTrace` by default. You can pass return_inferencedata=True or return_inferencedata=False to be safe and silence this warning.
  trace = pm.sample(10000, chains=1)
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 8 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
/home/kevin/projects/kevbase/sphinx/examples/misc/bernoulli-trials.py:19: FutureWarning: In v4.0, pm.sample will return an `arviz.InferenceData` object instead of a `MultiTrace` by default. You can pass return_inferencedata=True or return_inferencedata=False to be safe and silence this warning.
  trace = pm.sample(10000, chains=1)
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 6 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
/home/kevin/projects/kevbase/sphinx/examples/misc/bernoulli-trials.py:19: FutureWarning: In v4.0, pm.sample will return an `arviz.InferenceData` object instead of a `MultiTrace` by default. You can pass return_inferencedata=True or return_inferencedata=False to be safe and silence this warning.
  trace = pm.sample(10000, chains=1)
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 6 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 6 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 6 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 6 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 7 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 6 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks
Auto-assigning NUTS sampler...
Initializing NUTS using jitter+adapt_diag...
Sequential sampling (1 chains in 1 job)
NUTS: [p]
█
Sampling 1 chain for 1_000 tune and 10_000 draw iterations (1_000 + 10_000 draws total) took 6 seconds.
Only one chain was sampled, this makes it impossible to run some convergence checks

fig, axes = plt.subplots(3, 3, sharex=True, sharey=True)
axes = axes.ravel()

for i in range(len(data)):
    axes[i].hist(samples[i], bins=25, density=True)

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Lagrange Points