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Statistical learning

Bayesian Linear Regression

A prediction is only part of the answer. How uncertain is it?

A hands-on study of Bayesian regression using housing data. I look at both the predicted prices and the uncertainty around them.

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Posterior predictive means and ±2σ bands from the California Housing notebook.
Posterior predictive means and ±2σ bands from the California Housing notebook.

About the project

What it is

I built this project to understand linear regression as a probability model rather than only a line-fitting method. It starts with a Gaussian likelihood and prior, then works through MAP estimation and the full posterior using the California Housing dataset.

The notebook studies how prior choices affect coefficients and how uncertainty in those coefficients becomes uncertainty in a prediction. Residual plots are used to see where the simple model still falls short.