Simple Univariate Regression with Grid Approximation in Probula
Let me share an update on probula, my small purely-functional Bayesian inference library written in Scala 3. The primary goal for this write-up is to force myself (and you) to think about testing of probabilistic models, of inference algorithms, and the languages or APIs in which they are formulated. Arguably, this is a very modest start. But more is on the way! I would like to start with the first inference scheme you encounter, when reading McElreath’s Statistical Rethinking. Grid approximation (as this is the scheme we speak about) is by far the least efficient of the methods discussed in the book, but it remains useful as a testing baseline. Its simplicity and determinism let it serve as ground truth and oracle for other, more complex inference methods. …
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Andrzej Wąsowski, PhD
Professor of Software Engineering, Head of Software Quality Research Group
IT University of Copenhagen, 2300 Copenhagen S, Denmark, +45 7218 5086, wasowski@itu.dk
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