ArviZ ( ) is a
Python
Python may refer to:
Snakes
* Pythonidae, a family of nonvenomous snakes found in Africa, Asia, and Australia
** ''Python'' (genus), a genus of Pythonidae found in Africa and Asia
* Python (mythology), a mythical serpent
Computing
* Python (pro ...
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
In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain ...
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. Additionally, many numerical and visual diagnostics as well as plots are available. The ArviZ name is derived from reading "rvs" (the short form of
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 ...
s) as a word instead of spelling it and also using the particle "viz" usually used to abbreviate visualization.
ArviZ is an
open source project, developed by the community and is an affiliated project of
NumFOCUS. and it has been used to help interpret inference problems in several scientific domains, including astronomy, neuroscience, physics and statistics.
Library features
* InferenceData object for Bayesian data manipulation. This object is based o
xarray* Plots using two alternative backends
matplotlib o
bokeh
* Numerical summaries and diagnostics for
Markov chain Monte Carlo
In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain ...
methods.
* Integration with established probabilistic programming languages including; PyStan (the Python interface of
Stan),
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 prev ...
, Edward Pyro,
and easily integrated with novel or bespoke Bayesian analyses. ArviZ is also available in
Julia
Julia is usually a feminine given name. It is a Latinate feminine form of the name Julio and Julius. (For further details on etymology, see the Wiktionary entry "Julius".) The given name ''Julia'' had been in use throughout Late Antiquity (e.g ...
, using th
ArviZ.jlinterface
See alsobayesplot
is an R package providing an extensive library of plotting functions for use after fitting Bayesian models (typically with Markov chain Monte Carlo)
R package for efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models
References
External links
ArviZ web site
{{Statistical software
Computational statistics
Free Bayesian statistics software
Monte Carlo software
Numerical programming languages
Probabilistic software