liesel.liesel.distreg.dist_reg_mcmc#

liesel.liesel.distreg.dist_reg_mcmc(model, seed, num_chains)[source]#

Configures an EngineBuilder for a distributional regression model.

The EngineBuilder uses a Metropolis-in-Gibbs MCMC algorithm with an IWLSKernel for the regression coefficients and a GibbsKernel for the smoothing parameters for a distributional regression model.

Parameters

  • model (Model) – A model built with a DistRegBuilder.

  • seed (int) – The PRNG seed for the engine builder.

  • num_chains (int) – The number of chains to be sampled.

Return type

EngineBuilder