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[R] Bayesian Vector Autoregression in PyMC

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July 3, 2022, 6:45 p.m. | /u/bikeskata

Machine Learning www.reddit.com

A cool post (with code), detailing how to implement a Bayesian VAR in PyMC. This means no more hand-coding Gibbs Samplers!

Link: https://www.pymc-labs.io/blog-posts/bayesian-vector-autoregression/

bayesian machinelearning pymc vector

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