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Re:Pyro: The Universal, Probablistic Programming Language by jvans on Friday July 28, 2023 @09:05PM (#36915653)
> It's difficult. Applying these techniques efficiently and correctly is way more difficult than standard frequentist methods

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.

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.

http://www.inference.org.uk/mackay/itila/book.html