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8 changes: 4 additions & 4 deletions .translate/state/ar1_turningpts.md.yml
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10 changes: 5 additions & 5 deletions .translate/state/kalman_filter_var.md.yml
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10 changes: 5 additions & 5 deletions .translate/state/lq_bewley_complete_markets.md.yml
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10 changes: 5 additions & 5 deletions .translate/state/lq_permanent_income.md.yml
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6 changes: 6 additions & 0 deletions .translate/state/lq_robust_bewley.md.yml
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12 changes: 6 additions & 6 deletions .translate/state/lq_robust_smoothing.md.yml
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6 changes: 6 additions & 0 deletions .translate/state/sargent_surico.md.yml
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6 changes: 6 additions & 0 deletions .translate/state/var_subsets.md.yml
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6 changes: 5 additions & 1 deletion lectures/_toc.yml
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Expand Up @@ -65,7 +65,8 @@ parts:
- file: wealth_dynamics
- file: kalman
- file: kalman_2
- file: kalman_filter_var
- file: kalman_filter_var
- file: var_subsets
- file: organization_capital
- file: measurement_models
- caption: Search
Expand Down Expand Up @@ -116,12 +117,14 @@ parts:
- file: lq_permanent_income
- file: lq_bewley_complete_markets
- file: lq_robust_smoothing
- file: lq_robust_bewley
- file: lq_inventories
- caption: Bounded Rationality in Macroeconomics
numbered: true
chapters:
- file: bounded_rationality
- file: olg_adaptive_money
- file: learning_approximation
- file: exchange_rate_learning
- file: genetic_classifier
- file: marimon_mcgrattan_sargent
Comment on lines 125 to 130
Expand Down Expand Up @@ -184,6 +187,7 @@ parts:
- file: mle
- file: unemployment_linear
- file: unemployment_shocks
- file: sargent_surico
- caption: Auctions
numbered: true
chapters:
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3 changes: 1 addition & 2 deletions lectures/ar1_turningpts.md
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Expand Up @@ -460,7 +460,6 @@ $$

- 将集合 $\{W_t(\omega_i)\}^{I}_{i=1}, \ \{W_{t+1}(\omega_i)\}^{I}_{i=1}, \ \dots, \ \{W_{t+N}(\omega_i)\}^{I}_{i=1}$ 视为来自预测分布 $f(W_{t+1} \mid y_t, y_{t-1}, \dots , y_0)$, $f(W_{t+2} \mid y_t, y_{t-1}, \dots , y_0)$, $\dots$, $f(W_{t+N} \mid y_t, y_{t-1}, \dots , y_0)$ 的样本。


## 使用模拟来近似后验分布

下面的代码单元使用 `numpyro` 计算时间 $t$ 时 $\rho, \sigma$ 的后验分布。
Expand Down Expand Up @@ -517,7 +516,7 @@ def draw_from_posterior(data, size=10000, dis_plot=True, key=key):
# 绘制后验分布图和轨迹图
if dis_plot:
plot_data = az.from_numpyro(posterior=mcmc)
az.plot_trace_dist(plot_data, var_names=['ρ', 'σ'])
az.plot_trace(plot_data, var_names=['ρ', 'σ'])

return post_sample

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