deploy: 75a181c

QuantEcon · Jan 30, 2024 · 8906b9b · 8906b9b
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diff --git a/CNAME b/CNAME
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-stats.quantecon.org
+stats.quantecon.org
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diff --git a/_notebooks/ar1_bayes.ipynb b/_notebooks/ar1_bayes.ipynb
@@ -2,7 +2,7 @@
  "cells": [
   {
    "cell_type": "markdown",
-   "id": "5007980c",
+   "id": "b93518d2",
    "metadata": {},
    "source": [
     "# Posterior Distributions for  AR(1) Parameters\n",
@@ -13,7 +13,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "69fcaa79",
+   "id": "0b1b544a",
    "metadata": {
     "hide-output": false
    },
@@ -25,7 +25,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "9d75d29e",
+   "id": "22e56472",
    "metadata": {
     "hide-output": false
    },
@@ -49,7 +49,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "d93f7169",
+   "id": "de3f08b4",
    "metadata": {},
    "source": [
     "This lecture uses Bayesian methods offered by [pymc](https://www.pymc.io/projects/docs/en/stable/) and [numpyro](https://num.pyro.ai/en/stable/) to make statistical inferences about two parameters of a univariate first-order autoregression.\n",
@@ -145,7 +145,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "7e8770b2",
+   "id": "16a386ca",
    "metadata": {
     "hide-output": false
    },
@@ -175,7 +175,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "3b6cc9e4",
+   "id": "c6ca10f6",
    "metadata": {
     "hide-output": false
    },
@@ -187,7 +187,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "4975397b",
+   "id": "14c6b2e6",
    "metadata": {},
    "source": [
     "Now we shall use Bayes’ law to construct a posterior distribution, conditioning on the initial value of $ y_0 $.\n",
@@ -199,7 +199,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "2dd66b45",
+   "id": "3418a0ce",
    "metadata": {},
    "source": [
     "## PyMC Implementation\n",
@@ -211,7 +211,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "e57c9272",
+   "id": "c0c0c904",
    "metadata": {
     "hide-output": false
    },
@@ -234,7 +234,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "a9f3a795",
+   "id": "c1f24f37",
    "metadata": {},
    "source": [
     "[pmc.sample](https://www.pymc.io/projects/docs/en/v5.10.0/api/generated/pymc.sample.html#pymc-sample) by default uses the NUTS samplers to generate samples as shown in the below cell:"
@@ -243,7 +243,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "a028b74c",
+   "id": "7b65f243",
    "metadata": {
     "hide-output": false
    },
@@ -256,7 +256,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "f326cee2",
+   "id": "53c8fa47",
    "metadata": {
     "hide-output": false
    },
@@ -268,7 +268,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "11430d7c",
+   "id": "9cd49b4c",
    "metadata": {},
    "source": [
     "Evidently, the posteriors aren’t centered on the true values of $ .5, 1 $ that we used to generate the data.\n",
@@ -283,7 +283,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "26d33b69",
+   "id": "bf309de2",
    "metadata": {
     "hide-output": false
    },
@@ -297,7 +297,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "a7ce9f80",
+   "id": "fc4cc19c",
    "metadata": {},
    "source": [
     "Now we shall compute a posterior distribution after seeing the same data but instead assuming that $ y_0 $ is drawn from the stationary distribution.\n",
@@ -314,7 +314,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "710865d8",
+   "id": "d81e7ab8",
    "metadata": {
     "hide-output": false
    },
@@ -340,7 +340,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "8088ee58",
+   "id": "ab38a3c1",
    "metadata": {
     "hide-output": false
    },
@@ -355,7 +355,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "934cd8e9",
+   "id": "ce26970a",
    "metadata": {
     "hide-output": false
    },
@@ -368,7 +368,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "0f2c1168",
+   "id": "0e740239",
    "metadata": {
     "hide-output": false
    },
@@ -382,7 +382,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "3a9587cf",
+   "id": "0102f055",
    "metadata": {},
    "source": [
     "Please note how the posterior for $ \\rho $ has shifted to the right relative to when we conditioned on $ y_0 $ instead of assuming that $ y_0 $ is drawn from the stationary distribution.\n",
@@ -399,7 +399,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "5d96556a",
+   "id": "4262db1b",
    "metadata": {},
    "source": [
     "## Numpyro Implementation"
@@ -408,7 +408,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "63cacd53",
+   "id": "9af3ee90",
    "metadata": {
     "hide-output": false
    },
@@ -444,7 +444,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "40cfa703",
+   "id": "3dcb560a",
    "metadata": {
     "hide-output": false
    },
@@ -465,7 +465,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "1419c360",
+   "id": "22173585",
    "metadata": {
     "hide-output": false
    },
@@ -485,7 +485,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "4ed4811e",
+   "id": "264ea510",
    "metadata": {
     "hide-output": false
    },
@@ -497,7 +497,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "77aeeb71",
+   "id": "b2c15b9c",
    "metadata": {
     "hide-output": false
    },
@@ -508,7 +508,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "9b3f4fab",
+   "id": "634815b3",
    "metadata": {},
    "source": [
     "Next, we again compute the posterior under the assumption that $ y_0 $ is drawn from the stationary distribution, so that\n",
@@ -523,7 +523,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "3b80f561",
+   "id": "f7a329f4",
    "metadata": {
     "hide-output": false
    },
@@ -548,7 +548,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "b742a68f",
+   "id": "0ec3a7b9",
    "metadata": {
     "hide-output": false
    },
@@ -568,7 +568,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "3e73b71c",
+   "id": "7e360541",
    "metadata": {
     "hide-output": false
    },
@@ -580,7 +580,7 @@
   {
    "cell_type": "code",
    "execution_count": null,
-   "id": "55701c6f",
+   "id": "42daebab",
    "metadata": {
     "hide-output": false
    },
@@ -591,7 +591,7 @@
   },
   {
    "cell_type": "markdown",
-   "id": "58721193",
+   "id": "990d16d6",
    "metadata": {},
    "source": [
     "Look what happened to the posterior!\n",
@@ -606,7 +606,7 @@
   }
  ],
  "metadata": {
-  "date": 1706589239.7037954,
+  "date": 1706658080.0212908,
   "filename": "ar1_bayes.md",
   "kernelspec": {
    "display_name": "Python",