Re:Pyro: The Universal, Probablistic Programming Language
by nerdponx on Saturday July 29, 2023 @02:57AM
(#36917634)
I think Bayesian Data Analysis is the natural progression step.
Not sure if there is a more recent book that's updated to use modern Stan examples, but the Stan user guide itself has developed into a very useful resource on its own. It contains a large number of example models and builds up concepts incrementally. The writing style is also generally easy to follow.
Re:Pyro: The Universal, Probablistic Programming Language
by jvans on Saturday July 29, 2023 @12:19PM
(#36921717)
I found that book impenetrable. I'm sure it's the most rigorous textbook on the subject but it is not explained in an intuitive or friendly way.
I will check out the stan guide though, thanks!
Re:Pyro: The Universal, Probablistic Programming Language
by nerdponx on Saturday July 29, 2023 @01:31PM
(#36922506)
In my case, I used it in an actual course on Bayesian inference. Looking back over the material it doesn't seem particularly complicated for anyone with a solid probability background, but maybe the concepts are hard if you aren't seeing them presented nicely in a lecture setting.
Re:Pyro: The Universal, Probablistic Programming Language
by t-vi on Monday July 31, 2023 @04:13AM
(#36939957)
It knows nothing of the modern stuff (because MacKay died too early), but skipping the first parts of David MacKay: Information Theory, Inference, and Learning Algorithms you get a very accessible course in (200x) Bayesian Inference that should cover most of what you need for diving into PPL applications.
Do you have any good resources/examples for applying these methods effectively? I've read Statistical Rethinking which is a good introduction to these methods at a high level but I find when I dig into an actual problem I have a lot of gaps and wish there were more real world code examples I could learn from.