Search Results for "approximate bayesian computation matlab"

PyMC3 allows you to write down models using an intuitive syntax to describe a data generating process. Fit your model using gradient-based MCMC algorithms like NUTS, using ADVI for fast approximate inference — including minibatch-ADVI for scaling to large datasets, or using Gaussian processes to build Bayesian nonparametric models. PyMC3 includes a comprehensive set of pre-defined statistical distributions that can be used as model building blocks. Sometimes an unknown parameter or variable...

RStan is the R interface to Stan, a C++ library for statistical modeling and high-performance statistical computation. It lets users specify models in the Stan modeling language (for Bayesian inference), compile them, and perform inference from R. Key inference approaches include full Bayesian inference via Hamiltonian Monte Carlo (specifically the No-U-Turn Sampler, NUTS), approximate Bayesian inference via variational methods, and optimization (penalized likelihood). ...