Dear Pyro gurus,
I am not a big statistician so pardon my question if naive.
I have the following setting (abstracted away):
- a Bernoulli variable z
- whose value typically depends on a variable x (with very many dimensions)
- I have lots of observations (x,z)
- I would like to estimate the parameter p of z
From what I recently discovered, that could be a case for “Binomial proportion confidence interval”, which however normally does not consider the possibility of leveraging knowledge about an “x” like in my case. Actually x turns out to have a very complex structure (very many dimensions) with lots of dependencies between the various dimensions, which I could nicely express using probabilistic programming. Hence my thought “hey maybe I could use this cool stuff called Pyro for it?”. Now I don’t know if it’s relevant/overkilling/useful.
I would love to hear your opinions about this!