Poisson regression in turing

Option 1: Using the GLM package

The GLM package in Julia provides a convenient way to perform Poisson regression. To solve the given problem, we can use the GLM package to fit a Poisson regression model in Turing.

using Turing
using GLM

# Define the Poisson regression model
@model function poisson_regression(x, y)
    n = length(y)
    β ~ Normal(0, 1)
    μ = exp.(x * β)
    y ~ Poisson.(μ)
end

# Generate some sample data
x = rand(100, 2)
β_true = [1.0, -2.0]
μ = exp.(x * β_true)
y = rand.(Poisson.(μ))

# Fit the Poisson regression model
chain = sample(poisson_regression(x, y), NUTS(), 1000)

# Get the posterior samples of the coefficients
β_samples = chain[:β]

In this solution, we define a Turing model called “poisson_regression” that specifies the Poisson regression model. We then generate some sample data and fit the model using the NUTS sampler. Finally, we obtain the posterior samples of the coefficients.

Option 2: Implementing the Poisson regression from scratch

If you prefer a more hands-on approach, you can implement the Poisson regression model from scratch in Julia. This allows you to have more control over the model and customize it according to your specific needs.

using Turing

# Define the Poisson regression model
@model function poisson_regression(x, y)
    n = length(y)
    p = size(x, 2)
    β ~ Normal(0, 1, p)
    μ = exp.(x * β)
    for i in 1:n
        y[i] ~ Poisson(μ[i])
    end
end

# Generate some sample data
x = rand(100, 2)
β_true = [1.0, -2.0]
μ = exp.(x * β_true)
y = rand.(Poisson.(μ))

# Fit the Poisson regression model
chain = sample(poisson_regression(x, y), NUTS(), 1000)

# Get the posterior samples of the coefficients
β_samples = chain[:β]

In this solution, we define the Poisson regression model using the Turing modeling language. We then generate sample data, fit the model using the NUTS sampler, and obtain the posterior samples of the coefficients.

Option 3: Using the GLM.jl package

If you prefer a more high-level approach, you can use the GLM.jl package, which provides a simple interface for fitting generalized linear models, including Poisson regression.

using GLM

# Generate some sample data
x = rand(100, 2)
β_true = [1.0, -2.0]
μ = exp.(x * β_true)
y = rand.(Poisson.(μ))

# Fit the Poisson regression model
model = glm(@formula(y ~ x), Poisson(), x)
β_samples = coef(model)

In this solution, we generate sample data and fit the Poisson regression model using the glm function from the GLM.jl package. We obtain the posterior samples of the coefficients using the coef function.

Among the three options, the best choice depends on your specific needs and preferences. Option 1 using the GLM package in Turing provides a flexible and customizable solution. Option 2 allows for more control over the model implementation. Option 3 using the GLM.jl package offers a high-level interface for quick and easy model fitting. Consider your requirements and familiarity with the packages to determine the most suitable option for your use case.