Applied Bayesian Data Analysis

Roundup

David Tolpin, david.tolpin@gmail.com

Probabilistic programming frameworks

• Turing (Julia)
• Gen (Julia)
• Pyro/NumPyro (Python)
• Stan
• Anglican (Clojure)
• Infergo (Go)

Course summary

1. Fundamentals
2. Building blocks
3. Approximate computation
4. Priors
5. Hierarchical models, cont.
6. Model checking
7. Model evaluation
8. Regression
9. Mixture
10. Differential equations