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Bayesian methods of inference are deeply natural and extremely powerful. Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice, freeing you to get results using computing power. Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib.
Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference
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HTG 10007
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Bayesian methods of inference are deeply natural and extremely powerful. Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice, freeing you to get results using computing power. Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib.
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Détails du produit
- Master Bayesian Inference through Practical Examples and Computation–Without Advanced Mathematical AnalysisBayesian methods of inference are deeply natural and extremely powerful. However, most discussions of Bayesian inference rely on intensely complex mathematical analyses and artificial examples, making it inaccessible to anyone without a strong mathematical background. Now, though, Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice–freeing you to get results using computing power.Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib. Using this approach, you can reach effective solutions in small increments, without extensive mathematical intervention.Davidson-Pilon begins by introducing the concepts underlying Bayesian inference, comparing it with other techniques and guiding you through building and training your first Bayesian model. Next, he introduces PyMC through a series of detailed examples and intuitive explanations that have been refined after extensive user feedback. You’ll learn how to use the Markov Chain Monte Carlo algorithm, choose appropriate sample sizes and priors, work with loss functions, and apply Bayesian inference in domains ranging from finance to marketing. Once you’ve mastered these techniques, you’ll constantly turn to this guide for the working PyMC code you need to jumpstart future projects.Coverage includes• Learning the Bayesian “state of mind” and its practical implications• Understanding how computers perform Bayesian inference• Using the PyMC Python library to program Bayesian analyses• Building and debugging models with PyMC• Testing your model’s “goodness of fit”• Opening the “black box” of the Markov Chain Monte Carlo algorithm to see how and why it works• Leveraging the power of the “Law of Large Numbers”• Mastering key concepts, such as clustering, convergence, autocorrelation, and thinning• Using loss functions to measure an estimate’s weaknesses based on your goals and desired outcomes• Selecting appropriate priors and understanding how their influence changes with dataset size• Overcoming the “exploration versus exploitation” dilemma: deciding when “pretty good” is good enough• Using Bayesian inference to improve A/B testing• Solving data science problems when only small amounts of data are availableCameron Davidson-Pilon has worked in many areas of applied mathematics, from the evolutionary dynamics of genes and diseases to stochastic modeling of financial prices. His contributions to the open source community include lifelines, an implementation of survival analysis in Python. Educated at the University of Waterloo and at the Independent University of Moscow, he currently works with the online commerce leader Shopify.
| Publisher | Addison-Wesley Professional |
| Publication date | October 2, 2015 |
| Edition | 1st |
| Language | English |
| Print length | 256 pages |
| ISBN-10 | 0133902838 |
| ISBN-13 | 978-0133902839 |
| Item Weight | 13.5 ounces (382.73 grams) |
| Dimensions | 7 x 0.57 x 9.13 inches (17.8 x 1.4 x 23.2 cm) |
À qui est-ce destiné ?
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Data Scientists
Data scientists looking to deepen their understanding of Bayesian methods and probabilistic programming will find invaluable insights.
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Statisticians
Statisticians interested in applying Bayesian inference techniques in their analyses and projects can greatly benefit from this book.
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Software Engineers
Software engineers wanting to implement statistical models using probabilistic programming languages will gain practical skills from this resource.
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Complete Beginners
Individuals with no background in statistics or programming may struggle to grasp the advanced concepts presented in this book.
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Data Mining Editorial Review
"Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference" is a comprehensive learning guide to probabilistic programming and Bayesian inference presented through Python libraries such as PyMC. The book has a fast-paced narrative with heavy coding, but it is well worth the effort it takes to follow. The book, in general, received positive reviews, especially from beginners starting with PyMC. However, readers complained about the low quality of the Addison Wesley paper edition, with all the colored figures printed in black and white, and the font size being too small. Some readers found the book less useful than they had hoped as the book does a poor job of showing the mathematical formalism of the examples/topics and connecting them to the actual code. Some readers also struggled to understand the examples as the author assumes readers know about all the function and method calls it correlates with. Moreover, most of the matplotlib formatting code could have been handled with a stylesheet, thereby removing it from the meaningful code. Despite these issues, some readers love the jupyter notebooks that accompany the book, and some volunteers have converted them to the latest version. Overall, the book is highly recommended as a starting point for learning probabilistic programming.
Avis et évaluations clients
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4 étoile
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3 étoile
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2 étoile
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Avantages
- A comprehensive guide to probabilistic programming and Bayesian inference.
- The book is paced quickly and has a lot of content.
- The jupyter notebooks that accompany the book.
- An excellent starting point for someone learning PyMC or Bayesian statistics.
Les inconvénients
- The Low quality of the Addison Wesley paper edition.
Historique des prix du produit
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Caractéristiques et avantages
- Deeply natural and extremely powerful Bayesian methods of inference
- Learn Bayesian inference from a computational perspective using PyMC
- Illuminates Bayesian inference through probabilistic programming with NumPy, SciPy, and Matplotlib
- Building and debugging models, testing model's “goodness of fit”
- Overcoming exploration versus exploitation dilemma, using Bayesian Inference to improve A/B testing
- Solving data science problems with small amounts of data
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