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I've written a short tutorial on the LGCP and its marked Poisson process extension per the discussion here: https://discourse.pymc.io/t/cox-process-in-pymc3/389/2. The notebook can be viewed here. It requires a small CSV data file with a few hundred lines. I'm not aware of any specific checklist for doc notebooks so I followed these guidelines:
- Use Jupyter settings for high-resolution images (e.g.
%config InlineBackend.figure_format = 'svg') - Included required dataset so that it can be loaded using
pm.get_data - Added a watermark and authorship statement
- Ran with most recent PyMC3 version
One potential issue is that the entire run time is ~5 hours since part of the model involves a latent GP with 350 points in space. I didn't try using ADVI in this notebook. Additional feedback / suggestions would be greatly appreciated!