The most recent round of lectures for this course are excellent. You can find them here: https://www.youtube.com/playlist?list=PLDcUM9US4XdNM4Edgs7we...

I'm happy something talking about Statistical Rethinking has finally made it to the front page. I've tried and bounced a few times to raise awareness of this awesome course.

Julia version here: https://github.com/StatisticalRethinkingJulia/StatisticalRet...

with implementations in CmdStan (calling Stan from Julia), Turing, Mamba, and DynamicHMC (which requires hand-coding the log-density function of posterior).

Any advice about which one of those packages to pick?

I haven't used the others but Stan is great.

Dr. Kurz wrote a really great companion that uses brms, a fantastic wrapper that makes stan easier to pickup. I highly recommend it. https://bookdown.org/ajkurz/Statistical_Rethinking_recoded/

I also recommend this book. One of my PhD students is using it to learn Bayseian models on her own.

pymc3 version here: https://github.com/pymc-devs/resources/tree/master/Rethinkin...

I’ve worked through the print book version of this twice and it is absolutely brilliant. Highly recommend the book. Looks like some draft chapters of the second edition are freely available, but the first edition was already fantastic.

I just started reading the book today because Gelman's Bayesian Data Analysis seems too theoretical and sometimes hard to parse. But this book seems too much of the opposite, there's almost no math...

The math is the easy part of statistics. What really marks the people who get it is that they understand the part that isn't math.

There’s math, you just have to keep reading. It starts out very conceptual. I think Gelman’s book will be a lot more approachable after McElreth.

2nd Edition can be got here:

https://xcelab.net/rm/sr2/

Use password from end of 2nd lecture on YouTube

https://youtu.be/XoVtOAN0htU?list=PLDcUM9US4XdNM4Edgs7weiyIg...

This one here is by far the best intro to Bayesian methods I've found: https://www.youtube.com/watch?v=3OJEae7Qb_o&t=6s

Very accessible

does anyone know if there's a pyro or tf probability version somewhere?