Bayesian Analysis with Python: Introduction to statistical modeling and probabilistic programming using PyMC3 and ArviZ, 2nd Edition - Softcover

Martin, Osvaldo

Softcover

ISBN 10: 1789341655 ISBN 13: 9781789341652

Publisher: Packt Publishing, 2018

Synopsis

Bayesian modeling with PyMC3 and exploratory analysis of Bayesian models with ArviZ

Key Features

• A step-by-step guide to conduct Bayesian data analyses using PyMC3 and ArviZ
• A modern, practical and computational approach to Bayesian statistical modeling
• A tutorial for Bayesian analysis and best practices with the help of sample problems and practice exercises.

Book Description

The second edition of Bayesian Analysis with Python is an introduction to the main concepts of applied Bayesian inference and its practical implementation in Python using PyMC3, a state-of-the-art probabilistic programming library, and ArviZ, a new library for exploratory analysis of Bayesian models.

The main concepts of Bayesian statistics are covered using a practical and computational approach. Synthetic and real data sets are used to introduce several types of models, such as generalized linear models for regression and classification, mixture models, hierarchical models, and Gaussian processes, among others.

By the end of the book, you will have a working knowledge of probabilistic modeling and you will be able to design and implement Bayesian models for your own data science problems. After reading the book you will be better prepared to delve into more advanced material or specialized statistical modeling if you need to.

What you will learn

• Build probabilistic models using the Python library PyMC3
• Analyze probabilistic models with the help of ArviZ
• Acquire the skills required to sanity check models and modify them if necessary
• Understand the advantages and caveats of hierarchical models
• Find out how different models can be used to answer different data analysis questions
• Compare models and choose between alternative ones
• Discover how different models are unified from a probabilistic perspective
• Think probabilistically and benefit from the flexibility of the Bayesian framework

Who this book is for

If you are a student, data scientist, researcher, or a developer looking to get started with Bayesian data analysis and probabilistic programming, this book is for you. The book is introductory so no previous statistical knowledge is required, although some experience in using Python and NumPy is expected.

About this title

About the Author

Osvaldo Martin is a researcher at CONICET, in Argentina. He has experience using Markov Chain Monte Carlo methods to simulate molecules and perform Bayesian inference. He loves to use Python to solve data analysis problems. He is especially motivated by the development and implementation of software tools for Bayesian statistics and probabilistic modeling. He is an open-source developer, and he contributes to Python libraries like PyMC, ArviZ and Bambi among others. He is interested in all aspects of the Bayesian workflow, including numerical methods for inference, diagnosis of sampling, evaluation and criticism of models, comparison of models and presentation of results.

Edition details

• Publisher: Packt Publishing
• Publication date: 2018
• Language: English
• ISBN 10: 1789341655
• ISBN 13: 9781789341652
• Binding: Paperback
• Edition number: 2
• Number of pages: 356