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ArviZ also provides a common data structure for manipulating and storing data commonly arising in Bayesian analysis, like posterior samples or observed data. ArviZ is an open source project, developed by the community and is an affiliated project of NumFOCUS .
PyMC (formerly known as PyMC3) is a probabilistic programming language written in Python. It can be used for Bayesian statistical modeling and probabilistic machine learning. PyMC performs inference based on advanced Markov chain Monte Carlo and/or variational fitting algorithms.
dyPolyChord: a software package which can be used with Python, C++ and Fortran likelihood and prior distributions. [16] dyPolyChord is available on GitHub. Dynamic nested sampling has been applied to a variety of scientific problems, including analysis of gravitational waves, [17] mapping distances in space [18] and exoplanet detection. [19]
Exploratory analysis of Bayesian models is an adaptation or extension of the exploratory data analysis approach to the needs and peculiarities of Bayesian modeling. In the words of Persi Diaconis: [16] Exploratory data analysis seeks to reveal structure, or simple descriptions in data. We look at numbers or graphs and try to find patterns.
Engine for Likelihood-Free Inference. ELFI is a statistical software package written in Python for Approximate Bayesian Computation (ABC), also known e.g. as likelihood-free inference, simulator-based inference, approximative Bayesian inference etc. [83] ABCpy: Python package for ABC and other likelihood-free inference schemes.
Sequential Bayesian filtering is the extension of the Bayesian estimation for the case when the observed value changes in time. It is a method to estimate the real value of an observed variable that evolves in time. There are several variations: filtering when estimating the current value given past and current observations, smoothing
Vector autoregressions are flexible statistical models that typically include many free parameters. Given the limited length of standard macroeconomic datasets relative to the vast number of parameters available, Bayesian methods have become an increasingly popular way of dealing with the problem of over-parameterization. As the ratio of ...
Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often ...