This repository contains code for the experiments of the following preprint:
T. Moins, J. Arbel, A. Dutfoy & S. Girard. (2022+): “Reparameterization of extreme value framework for improved Bayesian workflow” (link)
All experiments are done using librairies PyMC3 and Arviz.
- Figures: contains all the figures generated with this code and presented in the paper.
- data: folder that should contains the datasets. For security issues, the real data used in the paper cannot be available here.
- parameters: contains files with all the choice of parameters: for the generation of datasets and for the MCMC algorithm.
- src: contains all the implementation.