I am trying to a handle on how to use a some of the theano math functions within a probability model. My first effort was to reconstruct the parameters of a single unknown sinusoid in white Gaussian noise, which is a very common introductory problem in astrostatistics. It also has the advantage of …

I get perfect results running the model exactly as you specified it: t = np.linspace(0, 10) x = np.sin(2*np.pi * t * 0.1) x += np.random.randn(*x.shape) with pm.Model() as model: amplt = pm.Normal('amplt', mu=1, sd=1) freq = pm.Uniform('freq', 0, 0.5) mu_x = amplt * pm.math.sin(2*np.pi…

How to model sinusoids in white gaussian noise

Questions

junpenglao Split this topic May 8, 2018, 1:46pm 12

A post was split to a new topic: Inferencing trigonometric time series model

Topic		Replies	Views
Signal frequency estimation (regression with sinusoidal mean) in PyMC3 Questions	1	1352	April 7, 2018
Inferencing trigonometric time series model Questions	5	1490	May 14, 2018
Complex model samples very slowly - wondering about possible improvements Questions	5	741	July 31, 2020
How can I speed up the execution of my model? Questions theano	4	1571	October 30, 2019
Pymc3 likelihood math with non-theano function Questions theano	4	1084	September 25, 2017

How to model sinusoids in white gaussian noise

Related topics