How would you use the MAP Parameter Distributions from linear regression to create new datapoints?


I was wondering how I could use the parameters of the distribution I found with linear regression to create new datapoints within an interval?

Would I just sample over the scipy’s normal distributions with the mu and standard deviation I came up with in MAP or is there a pymc3 built in I could use for that?


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You could technically use the MAP to draw samples from scipy distributions, but I think what you want is to sample from the posterior predictive distribution. Take a look at this talk:

and/or this notebook: Prior and Posterior Predictive Checks — PyMC3 3.11.4 documentation


Thank you very much Oriol, I’ll try this out!!