Probabilistic programming in Python using PyMC3
Probabilistic programming allows for automatic Bayesian inference on user-defined probabilistic models. Recent advances in Markov chain Monte Carlo (MCMC) sampling allow inference on increasingly complex models. This class of MCMC, known as Hamiltonian Monte Carlo, requires gradient information whic...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
PeerJ Inc.
2016-04-01
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Series: | PeerJ Computer Science |
Subjects: | |
Online Access: | https://peerj.com/articles/cs-55.pdf |