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Probabilistic programming in Python using PyMC3

Published • Jan 28, 2016
Authors:
John Salvatier
,
Thomas V Wiecki
,
Christopher Fonnesbeck

Abstract

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 Hamliltonian Monte Carlo, requires gradient information whi...

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