Book Image

Bayesian Analysis with Python - Third Edition

By : Osvaldo Martin
Book Image

Bayesian Analysis with Python - Third Edition

By: Osvaldo Martin

Overview of this book

The third edition of Bayesian Analysis with Python serves as an introduction to the main concepts of applied Bayesian modeling using PyMC, a state-of-the-art probabilistic programming library, and other libraries that support and facilitate modeling like ArviZ, for exploratory analysis of Bayesian models; Bambi, for flexible and easy hierarchical linear modeling; PreliZ, for prior elicitation; PyMC-BART, for flexible non-parametric regression; and Kulprit, for variable selection. In this updated edition, a brief and conceptual introduction to probability theory enhances your learning journey by introducing new topics like Bayesian additive regression trees (BART), featuring updated examples. Refined explanations, informed by feedback and experience from previous editions, underscore the book's emphasis on Bayesian statistics. You will explore various models, including hierarchical models, generalized linear models for regression and classification, mixture models, Gaussian processes, and BART, using synthetic and real datasets. By the end of this book, you will possess a functional understanding of probabilistic modeling, enabling you to design and implement Bayesian models for your data science challenges. You'll be well-prepared to delve into more advanced material or specialized statistical modeling if the need arises.
Table of Contents (15 chapters)
Preface
12
Bibliography
13
Other Books You May Enjoy
14
Index

Index

Akaike Information Criterion (AIC), 193, 196
ArviZ
    predictive accuracy, calculating, 212
    predictive accuracy, calculating with, 210

Bambi
    model, interpreting with, 253255
    syntax, 234
    using with HSGP, 301
Bartian penguins, 310
Bayes factors, 88, 216, 218, 219
    and inference, 228230
    calculating, analytically, 220222
    Savage-Dickey density ratio, 227
    Sequential Monte Carlo (SMC), 224
Bayesian additive regression trees (BART) model, 308
    Bartian penguins, 311
    constant and linear response, 318
    individual conditional plots, 315
    partial dependence plots (PDP), 313
    using, for variable selection, 316
Bayesian analysis...