A Coding Implementation of a Complete Hierarchical Bayesian Regression Workflow in NumPyro Using JAX-Powered Inference and Posterior Predictive Analysis
In this tutorial, we explore hierarchical Bayesian regression with NumPyro and walk through the entire workflow in a structured manner. We start by generating synthetic data, then we define a probabilistic model that captures both global patterns and group-level variations. Through each snippet, we set up inference using NUTS, analyze posterior distributions, and perform posterior predictive checks to understand how well our model captures the underlying structure. By approaching the tutorial step by step, we build an intuitive […]