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plt.show()
We can see the sampled range of posterior regression lines in Figure 5.3:
Figure 5.3: Using PyMC3 GLM module to show a set of sampled posterior regression lines
The main takeaway here is that there is uncertainty in the location of the regression line as
sampled by the Bayesian model. However, it can be seen that the range is relatively narrow and
that the set of samples is not too dissimilar to the "true" regression line itself.
5.4 Bibliographic Note
An introduction to frequentist linear regression can be found in James et al[59]. A more technical
overview, including subset selection methods, can be found in Hastie et al[51]. Gelman et al[47]
discuss Bayesian linear models in depth at a reasonably technical level.
This chapter is influenced from previous blog posts by Thomas Wiecki[102] including his
discussion of Bayesian GLMs[99, 101] as well as Jonathan Sedar with his posts on Bayesian
Inference with PyMC3[90].