![]() ![]() I assume now that I have to break apart the equation in producing the PC and set priors for that. But I am confused when it comes to the specifics.įor example, say I want to build a model to predict GDP and I have three economic time series that I combine together with PCA to produce the principal components (PC). I know PCA is used for putting together multiple variables to produce the principal components and with Bayesian I need to assume the priors which are the distributions of certain components and then use them to build a function that will provide a distribution that hopefully doesn’t deviate too much from the actual data. I am interested in building a model with pymc3 that combines PCA with Bayesian Inference but I’m not exactly sure how to do it properly. I’m not a statistician nor am I a programmer but I try to learn about both outside of my professional work. ![]()
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