Update GLM Model Selection to best practices (pymc-devs#173)

* [WIP] Update GLM Model Selection to best practices * update with bambi * commit: use separate dicts for linear and quadratic models * update descriptions * remove duplicate initialization of traces_lin and traces_quad * fix and execute glm model selection notebook * add glm tag * add alt text to flying icon of level categories Co-authored-by: Oriol (ZBook) <oriol.abril.pla@gmail.com>
martiningram · Jan 9, 2022 · 0f69036 · 0f69036
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diff --git a/_templates/postcard_categories.html b/_templates/postcard_categories.html
@@ -13,7 +13,7 @@
 
 
 {%- macro category_item(name, icon, active) -%}
-  <a href="{{ pathtocategory(name) }}" class="{{ setcolorclass(active) }}">
+<a href="{{ pathtocategory(name) }}" class="{{ setcolorclass(active) }}" title="{{ name }}">
     <span class="fas {{ icon }}"></span>
     <label class="sr-only">{{ name }}</label>
   </a>

diff --git a/examples/conf.py b/examples/conf.py
@@ -153,6 +153,7 @@ def ipython_cell_transform(source):
 intersphinx_mapping = {
     "aesara": ("https://aesara.readthedocs.io/en/latest/", None),
     "arviz": ("https://arviz-devs.github.io/arviz/", None),
+    "bambi": ("https://bambinos.github.io/bambi/main", None),
     "mpl": ("https://matplotlib.org/", None),
     "numpy": ("https://numpy.org/doc/stable/", None),
     "pandas": ("https://pandas.pydata.org/pandas-docs/stable/", None),

diff --git a/examples/generalized_linear_models/GLM-model-selection.ipynb b/examples/generalized_linear_models/GLM-model-selection.ipynb
diff --git a/examples/generalized_linear_models/GLM-robust-with-outlier-detection.ipynb b/examples/generalized_linear_models/GLM-robust-with-outlier-detection.ipynb
@@ -4,6 +4,7 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
+    "(GLM-robust-with-outlier-detection)=\n",
     "# GLM: Robust Regression using Custom Likelihood for Outlier Classification\n",
     "\n",
     ":::{post} 17 Nov, 2021\n",

diff --git a/examples/references.bib b/examples/references.bib
@@ -1,3 +1,15 @@
+@article{ando2007bayesian,
+  title={Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models},
+  author={Ando, Tomohiro},
+  journal={Biometrika},
+  volume={94},
+  number={2},
+  pages={443--458},
+  year={2007},
+  publisher={Oxford University Press},
+  doi={10.1093/biomet/asm017}
+}
+
 @misc{carpenter2016hierarchical,
   title={Hierarchical partial pooling for repeated binary trials},
   author={Carpenter, Bob and Gabry, J and Goodrich, B},
@@ -208,6 +220,18 @@ @article{silver2016masteringgo
   url={https://doi.org/10.1038/nature16961}
 }
 
+@article{spiegelhalter2002bayesian,
+  title={Bayesian measures of model complexity and fit},
+  author={Spiegelhalter, David J and Best, Nicola G and Carlin, Bradley P and Van Der Linde, Angelika},
+  journal={Journal of the royal statistical society: Series b (statistical methodology)},
+  volume={64},
+  number={4},
+  pages={583--639},
+  year={2002},
+  publisher={Wiley Online Library},
+  doi={10.1111/rssb.12062}
+}
+
 @misc{szegedy2014going,
   title={Going Deeper with Convolutions},
   author={Christian Szegedy and Wei Liu and Yangqing Jia and Pierre Sermanet and Scott Reed and Dragomir Anguelov and Dumitru Erhan and Vincent Vanhoucke and Andrew Rabinovich},
@@ -229,6 +253,30 @@ @INPROCEEDINGS{vanderplas2012astroML
  year={2012}
 }
 
+@article{vehtari2017practical,
+  title={Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC},
+  author={Vehtari, Aki and Gelman, Andrew and Gabry, Jonah},
+  journal={Statistics and computing},
+  volume={27},
+  number={5},
+  pages={1413--1432},
+  year={2017},
+  publisher={Springer},
+  doi={10.1007/s11222-016-9696-4},
+  eprint={1507.04544},
+  archivePrefix={arXiv},
+  primaryClass={stat.CO}
+}
+
+@article{watanabe2010asymptotic,
+  title={Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory.},
+  author={Watanabe, Sumio and Opper, Manfred},
+  journal={Journal of machine learning research},
+  volume={11},
+  number={12},
+  year={2010}
+}
+
 @book{wilkinson2005grammar,
   title={The Grammar of Graphics},
   author={Wilkinson, Leland},