This is the code repository for "Transfer Performance Evaluation Using Bayesian Methods."
The code can be run as follows.
All univariate results are entirely contained within univariate_normal/univariate_normal_linear.ipynb.
Similarly, all multivariate results are contained within running multivariate_normal/multivariate_normal_linear.ipynb.
The code is all in Python, and requires the following packages to run:
numpymatplotlib(specifically, thepyplotmodule)randommathpandassklearnitertoolsscipy(specifically, thestatsmodule)timestatsmodels(specifically, theapimodule)cvxoptdatetime(specifically thedatetimemodule)
Since the random seed is fixed, so long as everything is ran once, results should be replicated. The end of univariate_normal/univariate_normal_linear.ipynb also contains the "easter egg" of an unfinished Poisson example that proved uninsightful.