Bayesian-Analysis-with-Python-第二版教程

Bayesian-Analysis-with-Python-第二版教程

Bayesian-Analysis-with-Python-Second-Edition Bayesian Analysis with Python - Second Edition, published by Packt Bayesian-Analysis-with-Python-Second-Edition 项目地址: https://gitcode.com/gh_mirrors/ba/Bayesian-Analysis-with-Python-Second-Edition

1. 项目介绍

项目概述

Bayesian-Analysis-with-Python 是由 Packt Publishing 出版的《Bayesian Analysis with Python - Second Edition》一书的配套代码库。该书旨在介绍贝叶斯分析的主要概念及其在 Python 中的实际应用。通过使用 PyMC3 和 ArviZ 这两个先进的概率编程库,读者可以学习如何构建和分析概率模型。

主要内容

  • PyMC3: 一个用于构建概率模型的 Python 库。
  • ArviZ: 一个用于探索性分析贝叶斯模型的库。
  • 贝叶斯分析: 介绍贝叶斯统计的基本概念和应用。

适用人群

  • 学生、数据科学家、研究人员或开发者,希望开始学习贝叶斯数据分析和概率编程。
  • 不需要先前的统计知识,但需要一定的 Python 和 NumPy 使用经验。

2. 项目快速启动

环境准备

确保你已经安装了以下软件和库:

  • IPython 7.0.1
  • Jupyter 1.0 (或 Jupyter-Lab 0.35)
  • NumPy 1.14.2
  • SciPy 1.1.0
  • Pandas 0.23.4
  • Matplotlib 3.0.2
  • Seaborn 0.9.0
  • ArviZ 0.3.1
  • PyMC3 3.6

安装步骤

  1. 克隆项目仓库:
    git clone https://github.com/PacktPublishing/Bayesian-Analysis-with-Python-Second-Edition.git
    
  2. 进入项目目录:
    cd Bayesian-Analysis-with-Python-Second-Edition
    
  3. 安装依赖:
    pip install -r requirements.txt
    

快速启动代码示例

以下是一个简单的贝叶斯模型构建示例:

import pymc3 as pm
import numpy as np

# 生成一些模拟数据
data = np.random.binomial(n=1, p=0.7, size=100)

# 构建贝叶斯模型
with pm.Model() as our_first_model:
    θ = pm.Beta('θ', alpha=1, beta=1)
    y = pm.Bernoulli('y', p=θ, observed=data)
    trace = pm.sample(1000, random_seed=123)

# 查看采样结果
pm.plot_posterior(trace)

3. 应用案例和最佳实践

应用案例

  • 医疗数据分析: 使用贝叶斯模型分析患者的治疗效果。
  • 金融风险评估: 通过贝叶斯方法评估投资组合的风险。
  • 市场营销: 分析广告效果并预测市场趋势。

最佳实践

  • 模型验证: 使用 ArviZ 库进行模型验证和诊断。
  • 超参数调优: 通过贝叶斯优化方法调整模型超参数。
  • 模型扩展: 逐步扩展模型以适应更复杂的数据分析需求。

4. 典型生态项目

PyMC3

PyMC3 是一个用于概率编程的 Python 库,支持贝叶斯统计和概率模型的构建。

ArviZ

ArviZ 是一个用于探索性分析贝叶斯模型的库,提供了丰富的可视化和诊断工具。

NumPy 和 SciPy

NumPy 和 SciPy 是 Python 科学计算的基础库,提供了大量的数学和统计函数。

Matplotlib 和 Seaborn

Matplotlib 和 Seaborn 是用于数据可视化的 Python 库,帮助用户更好地理解和展示数据。

通过这些生态项目的结合使用,可以构建强大的贝叶斯分析工具链,满足各种数据分析需求。

Bayesian-Analysis-with-Python-Second-Edition Bayesian Analysis with Python - Second Edition, published by Packt Bayesian-Analysis-with-Python-Second-Edition 项目地址: https://gitcode.com/gh_mirrors/ba/Bayesian-Analysis-with-Python-Second-Edition

创作声明:本文部分内容由AI辅助生成(AIGC),仅供参考

Bayesian statistics has been around for more than 250 years now. During this time it has enjoyed as much recognition and appreciation as disdain and contempt. Through the last few decades it has gained more and more attention from people in statistics and almost all other sciences, engineering, and even outside the walls of the academic world. This revival has been possible due to theoretical and computational developments. Modern Bayesian statistics is mostly computational statistics. The necessity for exible and transparent models and a more interpretation of statistical analysis has only contributed to the trend. Here, we will adopt a pragmatic approach to Bayesian statistics and we will not care too much about other statistical paradigms and their relationship to Bayesian statistics. The aim of this book is to learn about Bayesian data analysis with the help of Python. Philosophical discussions are interesting but they have already been undertaken elsewhere in a richer way than we can discuss in these pages. We will take a modeling approach to statistics, we will learn to think in terms of probabilistic models, and apply Bayes' theorem to derive the logical consequences of our models and data. The approach will also be computational; models will be coded using PyMC3—a great library for Bayesian statistics that hides most of the mathematical details and computations from the user. Bayesian methods are theoretically grounded in probability theory and hence it's no wonder that many books about Bayesian statistics are full of mathematical formulas requiring a certain level of mathematical sophistication. Learning the mathematical foundations of statistics could certainly help you build better models and gain intuition about problems, models, and results. Nevertheless, libraries, such as PyMC3 allow us to learn and do Bayesian statistics with only a modest mathematical knowledge, as you will be able to verify by yourself throughout this book.
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