PyMC is a Bayesian probabilistic programming framework used for building probabilistic models and performing Bayesian inference. It provides a probabilistic graphical model library for specifying random variables, priors, and likelihood functions, supported by an MCMC sampling engine and variational inference tools to estimate posterior distributions. The framework features a GPU-accelerated inference backend that compiles models into machine code to increase execution speed. It utilizes a backend-agnostic tensor execution model and just-in-time graph compilation to optimize the computation o
Edward is a probabilistic programming language and inference engine designed for building deep generative models and Bayesian neural networks. It utilizes the TensorFlow framework to represent probabilistic models as differentiable computational graphs. The library enables the construction of complex data distributions through Bayesian neural networks, mixture models, and Gaussian processes. It differentiates itself by providing an integrated toolkit for both supervised and unsupervised probabilistic modeling, including the implementation of generative adversarial networks and mixture density
Pyro is a probabilistic programming language and library built for PyTorch. It serves as a Bayesian inference engine and a tool for probabilistic graphical modeling, allowing users to define generative models that combine neural networks with probabilistic logic. The framework enables deep probabilistic programming by integrating probability distributions into computational graphs. This allows for the quantification of uncertainty in deep learning models and the execution of scalable posterior distribution calculations for complex data dependencies. The system provides a suite of inference c
This project is a computational statistics textbook and Bayesian data analysis course. It serves as a guide for performing statistical inference and quantifying uncertainty through a probabilistic programming workflow using Python. The resource employs a computation-first pedagogy, teaching Bayesian methods and parameter estimation through executable code and simulations instead of formal mathematical notation. It provides a practical approach to implementing Markov Chain Monte Carlo sampling to estimate posterior distributions. The content covers building probabilistic models, integrating e