Statistical Rethinking is an excellent book for applied Bayesian data analysis. The accompanying codes for the book are written in R and Stan. They are then ported to Python language using PyMC3. Recently, Pyro emerges as a scalable and flexible Bayesian modeling tool (see its tutorial page), so to attract statisticians to this new library, I decided to make a Pyronic version for the codes in this repository. Inspired by the PyMC3onic version, I keep the codes in this repository as close as possible to the original codes in the book.
To say a bit more about Pyro, it is a universal probabilistic programming language which is built on top of PyTorch, a very popular platform for deep learning. If you are familiar with numpy, the transition from numpy.array
to torch.tensor
is rather straightforward (as demonstrated in this tutorial).
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Read on the site: https://fehiepsi.github.io/rethinking-pyro/
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Use GitHub's renderer: https://github.com/fehiepsi/rethinking-pyro/tree/master/notebooks/
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Use Jupyter's nbviewer: https://nbviewer.jupyter.org/github/fehiepsi/rethinking-pyro/tree/master/notebooks/
pip install jupyter pandas pyro-ppl seaborn torch