I am relatively new to PyMC3 and using it to simply fit some observed data to a linear model and estimate the coefficients. However, the sd values that i get using pm.summary(trace) and the ones that i get in the diagonal of the covariance matrix pm.trace_cov(trace) after sd = np.sqrt(np.diag(cov)) …

Bayesian regression in PyMC3

sammosummo October 16, 2019, 4:19pm 2

Could you post some code to illustrate the issue (with toy data if necessary)?

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