PyMC3 is a Python package for Bayesian statistical modeling and Probabilistic Machine Learning which focuses on advanced Markov chain Monte Carlo and variational fitting algorithms. Its flexibility and extensibility make it applicable to a large suite of problems.Note: Running pip install pymc will install PyMC 2.3, not PyMC3, from PyPI.
statistical-analysis bayesian-inference mcmc variational-inference theano probabilistic-programming bayesianThere are interfaces available in R, Python, MATLAB, Julia, Stata, Mathematica, and for the command line. There are separate repositories in the stan-dev GitHub organization for the interfaces, higher-level libraries and lower-level libraries.
stan bayesian-inference bayesian bayesian-methods bayesian-statistics bayesian-data-analysisProbabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU. NumPyro is a small probabilistic programming library that provides a NumPy backend for Pyro. We rely on JAX for automatic differentiation and JIT compilation to GPU / CPU. This is an alpha release under active development, so beware of brittleness, bugs, and changes to the API as the design evolves.
numpy probabilistic-programming bayesian-inference hmc pyro jax inference-algorithmsPyro was originally developed at Uber AI and is now actively maintained by community contributors, including a dedicated team at the Broad Institute. In 2019, Pyro became a project of the Linux Foundation, a neutral space for collaboration on open source software, open standards, open data, and open hardware. For more information about the high level motivation for Pyro, check out our launch blog post. For additional blog posts, check out work on experimental design and time-to-event modeling in Pyro.
machine-learning pytorch probabilistic-programming bayesian bayesian-inference variational-inference probabilistic-modelingIn our experience, a data scientist generally has to use at least 3-4 different open-source libraries before arriving at the final step of finding the right intervention. CausalNex aims to simplify this end-to-end process for causality and counterfactual analysis. Alternatively, you can use the networkx drawing functionality for visualisations with fewer dependencies.
data-science machine-learning bayesian-inference bayesian-networks causal-inference causal-models causal-networks causalnexto interactively run the IPython Notebooks in the browser. This repository contains some Python demos for the book Bayesian Data Analysis, 3rd ed by Gelman, Carlin, Stern, Dunson, Vehtari, and Rubin (BDA3).
bayesian-data-analysis bayesian-inference bayesian mcmc stanRStan is the R interface to Stan. RStan's source code repository is hosted here on GitHub. Stan's source repository is defined as a submodule. See how to work with stan submodule in rstan repo.
stan mcmc bayesian-inference bayesian-data-analysis bayesian-statistics r r-packageInfer.NET is a framework for running Bayesian inference in graphical models. It can also be used for probabilistic programming. One can use Infer.NET to solve many different kinds of machine learning problems - from standard problems like classification, recommendation or clustering through to customised solutions to domain-specific problems.
machine-learning bayesian-inferencePyro is a universal probabilistic programming language (PPL) written in Python and supported by PyTorch on the backend. Pyro enables flexible and expressive deep probabilistic modeling, unifying the best of modern deep learning and Bayesian modeling.
pytorch machine-learning bayesian webppl inference probabilistic-programming probabilistic-graphical-models bayesian-inference variational-inference uberThis Julia-language implementation mirrors the MATLAB code included in the Liberty Street Economics blog post The FRBNY DSGE Model Forecast. For the latest documentation on the code, click on the docs|latest button above. Documentation for the most recent model version is available here.
economics macroeconomics dsge bayesian-inferenceThe brms package provides an interface to fit Bayesian generalized (non-)linear multivariate multilevel models using Stan, which is a C++ package for performing full Bayesian inference (see http://mc-stan.org/). The formula syntax is very similar to that of the package lme4 to provide a familiar and simple interface for performing regression analyses. A wide range of distributions and link functions are supported, allowing users to fit -- among others -- linear, robust linear, count data, survival, response times, ordinal, zero-inflated, hurdle, and even self-defined mixture models all in a multilevel context. Further modeling options include non-linear and smooth terms, auto-correlation structures, censored data, missing value imputation, and quite a few more. In addition, all parameters of the response distribution can be predicted in order to perform distributional regression. Multivariate models (i.e. models with multiple response variables) can be fitted, as well. Prior specifications are flexible and explicitly encourage users to apply prior distributions that actually reflect their beliefs. Model fit can easily be assessed and compared with posterior predictive checks, leave-one-out cross-validation, and Bayes factors. As a simple example, we use poisson regression to model the seizure counts in epileptic patients to investigate whether the treatment (represented by variable Trt) can reduce the seizure counts and whether the effect of the treatment varies with the baseline number of seizures a person had before treatment (variable log_Base4_c). As we have multiple observations per person, a group-level intercept is incorporated to account for the resulting dependency in the data.
brms stan bayesian-inference multilevel-models statistical-models r-packageA Clojure Library for Bayesian Data Analysis and Machine Learning on the GPU. Distributed under the Eclipse Public License either version 1.0 or (at your option) any later version.
bayesian-inference bayesian-data-analysis gpu-computing gpu-acceleration statistics machine-learning clojure-library bayesian opencl cuda high-performance-computing gpu mcmc markov-chain-monte-carloNews: Turing.jl is now Julia 1.0 compatible now! Be aware that some things still might fail. Turing was originally created and is now managed by Hong Ge. Current and past Turing team members include Hong Ge, Adam Scibior, Matej Balog, Zoubin Ghahramani, Kai Xu, Emma Smith, Emile Mathieu, Martin Trapp. You can see the full list of on Github: https://github.com/TuringLang/Turing.jl/graphs/contributors.
machine-learning probabilistic-programming mcmc-sampler julia-language artificial-intelligence bayesian-inferenceRecent results in Bayesian statistics for constructing robust neural networks have proved that it is one of the best ways to deal with uncertainty, overfitting but still having good performance. Gelato will help to use bayes for neural networks. Library heavily relies on Theano, Lasagne and PyMC3.I use generic approach for decorating all Lasagne at once. Thus, for using Gelato you need to replace import statements for layers only. For constructing a network you need to be the in pm.Model context environment.
bayesian-inference lasagne uncertainty variational-inference gelato neural-network theano deep-learning bayesianThis repository is still beta version and under development! There might be future changes in the API that cause previous versions to break.An alternative: The geodetic data may be saved using the package "pickle" as a file "geodetic_data.pkl" containing a list of "GeodeticTarget", especially "CompoundGPS" or "DiffIFG" objects. Please see the heart.py module for specifics.
geodesy seismology waveform-inversion earthquakes bayesian-inference bayesianNote: we are not actively developing this library anymore, but we are still maintaining it. We recommend instead looking at Aboleth, which has similar functionality and is implemented on top of TensorFlow. revrand is a python (2 and 3) supervised machine learning library that contains implementations of various Bayesian linear and generalized linear models (i.e. Bayesian linear regression and Bayesian generalized linear regression).
gaussian-processes bayesian-inference regression generalized-linear-models fourier-featuresThis is a example how to use Naive Bayes to classify SPAM messages, you can use it for other purposes... Optimizing with inline ASM (I think do it by using SiMD)...
naive bayesian-inference machine-learning classification-algorithm spam-detectionDNest4 is a C++11 implementation of Diffusive Nested Sampling, a Markov Chain Monte Carlo (MCMC) algorithm for Bayesian Inference and Statistical Mechanics. There is a manuscript describing DNest4 installation and usage in the paper/ directory of this repository. You can compile it with pdflatex. Alternatively, you can get the preprint here.
bayesian-inference markov-chain-monte-carlo nested-sampling probability probabilistic-programmingAn implementation of the model described in AutoGP: Exploring the Capabilities and Limitations of Gaussian Process Models. The code was tested on Python 2.7 and TensorFlow 0.12.
gaussian-processes bayesian-inference variational-inference machine-learningThis set of Notebooks and scripts comprise the pymc3_vs_pystan personal project by Jonathan Sedar of Applied AI Ltd, written primarily for presentation at the PyData London 2016 Conference. The project demonstrates hierarchical linear regression using two Bayesian inference frameworks: PyMC3 and PyStan. The project borrows heavily from code written for Applied AI Ltd and is supplied here for educational purposes only. No copyright or license is extended to users.
pymc3 pystan bayesian-inference bayesian-methods hierarchical-models
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