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ArviZ
ArviZ ( ) is a Python package for exploratory analysis of Bayesian models. When working with Bayesian models there are a series of related tasks that need to be addressed besides inference itself: * Diagnoses of the quality of the inference, this is needed when using numerical methods such as Markov chain Monte Carlo techniques * Model criticism, including evaluations of both model assumptions and model predictions * Comparison of models, including model selection or model averaging * Preparation of the results for a particular audience All these tasks are part of the Exploratory analysis of Bayesian models approach, and successfully performing them is central to the iterative and interactive modeling process. These tasks require both numerical and visual summaries. ArviZ offers data structures for manipulating data common in Bayesian analysis, like numerical samples from the posterior, prior predictive and posterior predictive distributions as well as observed data. Addition ...
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Bayesian Statistics
Bayesian statistics is a theory in the field of statistics based on the Bayesian interpretation of probability where probability expresses a ''degree of belief'' in an event. The degree of belief may be based on prior knowledge about the event, such as the results of previous experiments, or on personal beliefs about the event. This differs from a number of other interpretations of probability, such as the frequentist interpretation that views probability as the limit of the relative frequency of an event after many trials. Bayesian statistical methods use Bayes' theorem to compute and update probabilities after obtaining new data. Bayes' theorem describes the conditional probability of an event based on data as well as prior information or beliefs about the event or conditions related to the event. For example, in Bayesian inference, Bayes' theorem can be used to estimate the parameters of a probability distribution or statistical model. Since Bayesian statistics treats probabi ...
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PyMC
PyMC (formerly known as 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. It is a rewrite from scratch of the previous version of the PyMC software. Unlike PyMC2, which had used Fortran extensions for performing computations, PyMC relies on Aesara, a Python library that allows to define, optimize, and efficiently evaluate mathematical expressions involving multi-dimensional arrays. From version 3.8 PyMC relies on ArviZ to handle plotting, diagnostics, and statistical checks. PyMC and Stan are the two most popular probabilistic programming tools. PyMC is an open source project, developed by the community and fiscally sponsored by NumFOCUS. PyMC has been used to solve inference problems in several scientific domains, including astronomy, epidemiology, molecular biology, crystallography, chemistry, ecology and psychology. Previous versions of PyM ...
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Python (programming Language)
Python is a high-level, general-purpose programming language. Its design philosophy emphasizes code readability with the use of significant indentation. Python is dynamically-typed and garbage-collected. It supports multiple programming paradigms, including structured (particularly procedural), object-oriented and functional programming. It is often described as a "batteries included" language due to its comprehensive standard library. Guido van Rossum began working on Python in the late 1980s as a successor to the ABC programming language and first released it in 1991 as Python 0.9.0. Python 2.0 was released in 2000 and introduced new features such as list comprehensions, cycle-detecting garbage collection, reference counting, and Unicode support. Python 3.0, released in 2008, was a major revision that is not completely backward-compatible with earlier versions. Python 2 was discontinued with version 2.7.18 in 2020. Python consistently ranks as ...
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Monte Carlo Software
Monte may refer to: Places Argentina * Argentine Monte, an ecoregion * Monte Desert * Monte Partido, a ''partido'' in Buenos Aires Province Italy * Monte Bregagno * Monte Cassino * Montecorvino (other) * Montefalcione Portugal * Monte (Funchal), a civil parish in the municipality of Funchal * Monte, a civil parish in the municipality of Fafe * Monte, a civil parish in the municipality of Murtosa * Monte, a civil parish in the municipality of Terras de Bouro Elsewhere * Monte, Haute-Corse, a commune in Corsica, France * Monte, Switzerland, a village in the municipality Castel San Pietro, Ticino, Switzerland * Monte, U.S. Virgin Islands, a neighborhood * Monte Lake, British Columbia, Canada Arts, entertainment, and media * ''Monte'' (film), a 2016 drama film by Amir Naderi * Three-card Monte * Monte Bank or Monte, a card game Other uses * Monte (dessert) a milk cream dessert produced by the German dairy company Zott * Monte (mascot), the mascot of the University of ...
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Free Bayesian Statistics Software
Free may refer to: Concept * Freedom, having the ability to do something, without having to obey anyone/anything * Freethought, a position that beliefs should be formed only on the basis of logic, reason, and empiricism * Emancipate, to procure political rights, as for a disenfranchised group * Free will, control exercised by rational agents over their actions and decisions * Free of charge, also known as gratis. See Gratis vs libre. Computing * Free (programming), a function that releases dynamically allocated memory for reuse * Free format, a file format which can be used without restrictions * Free software, software usable and distributable with few restrictions and no payment * Freeware, a broader class of software available at no cost Mathematics * Free object ** Free abelian group ** Free algebra ** Free group ** Free module ** Free semigroup * Free variable People * Free (surname) * Free (rapper) (born 1968), or Free Marie, American rapper and media pers ...
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Computational Statistics
Computational statistics, or statistical computing, is the bond between statistics and computer science. It means statistical methods that are enabled by using computational methods. It is the area of computational science (or scientific computing) specific to the mathematical science of statistics. This area is also developing rapidly, leading to calls that a broader concept of computing should be taught as part of general statistical education. As in traditional statistics the goal is to transform raw data into knowledge, Wegman, Edward J. âComputational Statistics: A New Agenda for Statistical Theory and Practice.€ť Journal of the Washington Academy of Sciences', vol. 78, no. 4, 1988, pp. 310–322. ''JSTOR'' but the focus lies on computer intensive statistical methods, such as cases with very large sample size and non-homogeneous data sets. The terms 'computational statistics' and 'statistical computing' are often used interchangeably, although Carlo Lauro (a former presid ...
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Julia (programming Language)
Julia is a high-level, dynamic programming language. Its features are well suited for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism in a dynamic programming language; with multiple dispatch as its core programming paradigm. Julia supports concurrent, (composable) parallel and distributed computing (with or without using MPI or the built-in corresponding to "OpenMP-style" threads), and direct calling of C and Fortran libraries without glue code. Julia uses a just-in-time (JIT) compiler that is referred to as "just- ahead-of-time" (JAOT) in the Julia community, as Julia compiles all code (by default) to machine code before running it. Julia is garbage-collected, uses eager evaluation, and includes efficient libraries for floating-point calculations, linear algebra, random number generation, and regular expression matching. Many libraries are available, including some (e.g., for fast Fo ...
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Stan (software)
Stan is a probabilistic programming language for statistical inference written in C++.Stan Development Team. 2015Stan Modeling Language User's Guide and Reference Manual, Version 2.9.0/ref> The Stan language is used to specify a (Bayesian) statistical model with an imperative program calculating the log probability density function. Stan is licensed under the New BSD License. Stan is named in honour of Stanislaw Ulam, pioneer of the Monte Carlo method. Stan was created by a development team consisting of 34 members that includes Andrew Gelman, Bob Carpenter, Matt Hoffman, and Daniel Lee. Interfaces The Stan language itself can be accessed through several interfaces: * CmdStan – a command-line executable for the shell, * CmdStanR and rstan – R software libraries, * CmdStanPy and PyStan – libraries for the Python programming language, * MatlabStan – integration with the MATLAB numerical computing environment, * Stan.jl – integration with the Julia programming langua ...
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Matplotlib
Matplotlib is a plotting library for the Python programming language and its numerical mathematics extension NumPy. It provides an object-oriented API for embedding plots into applications using general-purpose GUI toolkits like Tkinter, wxPython, Qt, or GTK. There is also a procedural "pylab" interface based on a state machine (like OpenGL), designed to closely resemble that of MATLAB, though its use is discouraged. SciPy makes use of Matplotlib. Matplotlib was originally written by John D. Hunter. Since then it has had an active development community and is distributed under a BSD-style license. Michael Droettboom was nominated as matplotlib's lead developer shortly before John Hunter's death in August 2012 and was further joined by Thomas Caswell. Matplotlib is a NumFOCUS fiscally sponsored project. Matplotlib 2.0.x supports Python versions 2.7 through 3.10. Python 3 support started with Matplotlib 1.2. Matplotlib 1.4 is the last version to support Python 2.6. Matplo ...
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Random Variate
In probability and statistics, a random variate or simply variate is a particular outcome of a ''random variable'': the random variates which are other outcomes of the same random variable might have different values (random numbers). A random deviate or simply deviate is the difference of random variate with respect to the distribution central location (e.g., mean), often divided by the standard deviation of the distribution (i.e., as a standard score). Random variates are used when simulating processes driven by random influences (stochastic processes). In modern applications, such simulations would derive random variates corresponding to any given probability distribution from computer procedures designed to create random variates corresponding to a uniform distribution, where these procedures would actually provide values chosen from a uniform distribution of pseudorandom numbers. Procedures to generate random variates corresponding to a given distribution are known as p ...
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Open-source Software
Open-source software (OSS) is computer software that is released under a license in which the copyright holder grants users the rights to use, study, change, and distribute the software and its source code to anyone and for any purpose. Open-source software may be developed in a collaborative public manner. Open-source software is a prominent example of open collaboration, meaning any capable user is able to participate online in development, making the number of possible contributors indefinite. The ability to examine the code facilitates public trust in the software. Open-source software development can bring in diverse perspectives beyond those of a single company. A 2008 report by the Standish Group stated that adoption of open-source software models has resulted in savings of about $60 billion per year for consumers. Open source code can be used for studying and allows capable end users to adapt software to their personal needs in a similar way user scripts an ...
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