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

3.5 Hierarchies all the way up

Various data structures lend themselves to hierarchical descriptions that can encompass multiple levels. For example, consider professional football (soccer) players. As in many other sports, players have different positions. We may be interested in estimating some skill metrics for each player, for the positions, and for the overall group of professional football players. This kind of hierarchical structure can be found in many other domains as well:

  • Medical research: Suppose we are interested in estimating the effectiveness of different drugs for treating a particular disease. We can categorize patients based on their demographic information, disease severity, and other relevant factors and build a hierarchical model to estimate the probability of cure or treatment success for each subgroup. We can then use the parameters of the subgroup distribution to estimate the overall probability of cure or treatment success for the entire patient population.

  • Environmental...