diff --git a/section5_regressions.jl b/section5_regressions.jl index fb241f2..a96f8a7 100644 --- a/section5_regressions.jl +++ b/section5_regressions.jl @@ -1066,7 +1066,7 @@ md"""The robust Bayesian regression model can be specified by replacing the Gaus The `Turing` translation of the model is listed below. Note the model is almost the same as the ordinary model except the likelihood part.""" # ╔═╡ e4a67732-ff93-476e-8f5b-8433c1bf015e -@model function simple_robust_blr(Xs, ys; v₀ = 10^2, V₀ = 20^2, s₀ = 5) +@model function simple_robust_blr(Xs, ys; v₀ = 5^2, V₀ = 5^2, s₀ = 5) # Priors # Gaussian is parameterised with sd rather than variance β₀ ~ Normal(0, sqrt(v₀)) @@ -1084,6 +1084,7 @@ end # ╔═╡ 92206a26-d361-4be5-b215-3ae388dd7f2f begin + Random.seed!(100) robust_mod = simple_robust_blr(X_new, yy_new) chain_robust = sample(robust_mod, NUTS(), MCMCThreads(), 2000,4) end;