ABSTRACT

Bayesian Modeling and Computation in Python aims to help beginner Bayesian practitioners to become intermediate modelers. It uses a hands on approach with PyMC3, Tensorflow Probability, ArviZ and other libraries focusing on the practice of applied statistics with references to the underlying mathematical theory.

The book starts with a refresher of the Bayesian Inference concepts. The second chapter introduces modern methods for Exploratory Analysis of Bayesian Models. With an understanding of these two fundamentals the subsequent chapters talk through various models including linear regressions, splines, time series, Bayesian additive regression trees. The final chapters include Approximate Bayesian Computation, end to end case studies showing how to apply Bayesian modelling in different settings, and a chapter about the internals of probabilistic programming languages. Finally the last chapter serves as a reference for the rest of the book by getting closer into mathematical aspects or by extending the discussion of certain topics.

This book is written by contributors of PyMC3, ArviZ, Bambi, and Tensorflow Probability among other libraries.

chapter Chapter 1|30 pages

Bayesian Inference

chapter Chapter 2|36 pages

Exploratory Analysis of Bayesian Models

chapter Chapter 3|40 pages

Linear Models and Probabilistic Programming Languages

chapter Chapter 4|38 pages

Extending Linear Models

chapter Chapter 5|24 pages

Splines

chapter Chapter 6|44 pages

Time Series

chapter Chapter 7|20 pages

Bayesian Additive Regression Trees

chapter Chapter 8|28 pages

Approximate Bayesian Computation

chapter Chapter 9|32 pages

End to End Bayesian Workflows

chapter Chapter 10|30 pages

Probabilistic Programming Languages

chapter Chapter 11|60 pages

Appendiceal Topics