Book Image

Bayesian Analysis with Python

Book Image

Bayesian Analysis with Python

Overview of this book

The purpose of this book is to teach the main concepts of Bayesian data analysis. We will learn how to effectively use PyMC3, a Python library for probabilistic programming, to perform Bayesian parameter estimation, to check models and validate them. This book begins presenting the key concepts of the Bayesian framework and the main advantages of this approach from a practical point of view. Moving on, we will explore the power and flexibility of generalized linear models and how to adapt them to a wide array of problems, including regression and classification. We will also look into mixture models and clustering data, and we will finish with advanced topics like non-parametrics models and Gaussian processes. With the help of Python and PyMC3 you will learn to implement, check and expand Bayesian models to solve data analysis problems.
Table of Contents (15 chapters)
Bayesian Analysis with Python
Credits
About the Author
About the Reviewer
www.PacktPub.com
Preface
Index

PyMC3 introduction


PyMC3 is a Python library for probabilistic programming. The last version at the moment of writing is 3.0.rc2 released on October 4th, 2016. PyMC3 provides a very simple and intuitive syntax that is easy to read and that is close to the syntax used in the statistical literature to describe probabilistic models. PyMC3 is written using Python, where the computationally demanding parts are written using NumPy and Theano. Theano is a Python library originally developed for deep learning that allows us to define, optimize, and evaluate mathematical expressions involving multidimensional arrays efficiently. The main reason PyMC3 uses Theano is because some of the sampling methods, like NUTS, need gradients to be computed and Theano knows how to do automatic differentiation. Also, Theano compiles Python code to C code, and hence PyMC3 is really fast. This is all the information about Theano we need to have to use PyMC3. If you still want to learn more about it start reading the...