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This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between…

Instrumentation and Methods for Astrophysics · Physics 2014-11-20 Jake VanderPlas

BayesPy is an open-source Python software package for performing variational Bayesian inference. It is based on the variational message passing framework and supports conjugate exponential family models. By removing the tedious task of…

Machine Learning · Statistics 2015-06-08 Jaakko Luttinen

Bayesian Networks (BNs) are used in various fields for modeling, prediction, and decision making. pgmpy is a python package that provides a collection of algorithms and tools to work with BNs and related models. It implements algorithms for…

Machine Learning · Computer Science 2023-04-19 Ankur Ankan , Johannes Textor

Probabilistic programming (PP) allows flexible specification of Bayesian statistical models in code. PyMC3 is a new, open-source PP framework with an intutive and readable, yet powerful, syntax that is close to the natural syntax…

Computation · Statistics 2015-07-30 John Salvatier , Thomas Wiecki , Christopher Fonnesbeck

PySCF is a general-purpose electronic structure platform designed from the ground up to emphasize code simplicity, both to aid new method development, as well as for flexibility in computational workflow. The package provides a wide range…

Modern Bayesian inference involves a mixture of computational methods for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows. An overarching motif of many Bayesian methods is that they…

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

The HistFactory p.d.f. template is per-se independent of its implementation in ROOT and it is useful to be able to run statistical analysis outside of the ROOT, RooFit, RooStats framework. pyhf is a pure-Python implementation of that…

High Energy Physics - Experiment · Physics 2022-11-30 Matthew Feickert , Lukas Heinrich , Giordon Stark

Bayesian inference in biological modeling commonly relies on Markov chain Monte Carlo (MCMC) sampling of a multidimensional and non-Gaussian posterior distribution that is not analytically tractable. Here, we present the implementation of a…

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

Bayesian inference involves the specification of a statistical model by a statistician or practitioner, with careful thought about what each parameter represents. This results in particularly interpretable models which can be used to…

Computation · Statistics 2019-08-07 Jonathan Law , Darren Wilkinson

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Computation · Statistics 2016-05-06 Ritabrata Dutta , Paul Blomstedt , Samuel Kaski

ParaMonte::Python (standing for Parallel Monte Carlo in Python) is a serial and MPI-parallelized library of (Markov Chain) Monte Carlo (MCMC) routines for sampling mathematical objective functions, in particular, the posterior distributions…

Mathematical Software · Computer Science 2020-10-05 Amir Shahmoradi , Fatemeh Bagheri , Joshua Alexander Osborne

PyVBMC is a Python implementation of the Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference for black-box computational models (Acerbi, 2018, 2020). VBMC is an approximate inference method designed for…

Machine Learning · Statistics 2023-06-29 Bobby Huggins , Chengkun Li , Marlon Tobaben , Mikko J. Aarnos , Luigi Acerbi

This paper presents hep-aid, a modular Python library conceived for utilising, implementing, and developing parameter scan algorithms. Originally devised for sample-efficient, multi-objective active search approaches in computationally…

High Energy Physics - Phenomenology · Physics 2024-12-24 Mauricio A. Diaz , Srinandan Dasmahapatra , Stefano Moretti

HMCF "Hamiltonian Monte Carlo for Fields" is a software add-on for the NIFTy "Numerical Information Field Theory" framework implementing Hamiltonian Monte Carlo (HMC) sampling in Python. HMCF as well as NIFTy are designed to address…

Data Analysis, Statistics and Probability · Physics 2018-12-04 Christoph Lienhard , Torsten A. Enßlin

Averaging predictions from multiple competing inferential models frequently outperforms predictions from any single model, providing that models are optimally weighted to maximize predictive performance. This is particularly the case in…

Methodology · Statistics 2024-05-02 Nathaniel Haines , Conor Goold

We introduce an open source python framework named PHS - Parallel Hyperparameter Search to enable hyperparameter optimization on numerous compute instances of any arbitrary python function. This is achieved with minimal modifications inside…

Machine Learning · Computer Science 2020-02-28 Peter Michael Habelitz , Janis Keuper
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