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...

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Bibliographic Details
Main Authors: John Salvatier, Thomas V. Wiecki, Christopher Fonnesbeck
Format: Article
Language:English
Published: PeerJ Inc. 2016-04-01
Series:PeerJ Computer Science
Subjects:
Online Access:https://peerj.com/articles/cs-55.pdf