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PyMC

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Brauner, Jan M.; Mindermann, Sören; Sharma, Mrinank; Johnston, David; Salvatier, John; Gavenčiak, Tom; Stephenson, Anna B.; Leech, Gavin; Altman, George; Mikulik, Vladimir; Norman, Alexander John; Monrad, Joshua Teperowski; Besiroglu, Tamay; Ge, Hong; Hartwick, Meghan A.; Teh, Yee Whye;
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Abril-Pla O, Andreani V, Carroll C, Dong L, Fonnesbeck CJ, Kochurov M, Kumar R, Lao J, Luhmann CC, Martin OA, Osthege M, Vieira R, Wiecki T, Zinkov R. (2023) PyMC: a modern, and comprehensive probabilistic programming framework in Python. PeerJ Comput. Sci. 9:e1516
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extensions for performing computations, PyMC relies on PyTensor, a Python library that allows defining, optimizing, and efficiently evaluating mathematical expressions involving multi-dimensional arrays. From version 3.8 PyMC relies on
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Wang, Yan; Huang, Hong; Huang, Lida; Ristic, Branko (2017). "Evaluation of Bayesian source estimation methods with Prairie Grass observations and Gaussian plume model: A comparison of likelihood functions and distance measures".
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PyMC performs inference based on advanced Markov chain Monte Carlo and/or variational fitting algorithms. It is a rewrite from scratch of the previous version of the PyMC software. Unlike PyMC2, which had used
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Gething, Peter W.; Elyazar, Iqbal R. F.; Moyes, Catherine L.; Smith, David L.; Battle, Katherine E.; Guerra, Carlos A.; Patil, Anand P.; Tatem, Andrew J.; Howes, Rosalind E. (2012-09-06).
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Bradbury, James; Frostig, Roy; Hawkins, Peter; James, Matthew James; Leary, Chris; Maclaurin, Dougal; Necula, George; Paszke, Adam; VanderPlas, Jake; Wanderman-Milne, Skye; Zhang, Qiao.
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Graham, Nicholas A. J.; Jennings, Simon; MacNeil, M. Aaron; Mouillot, David; Wilson, Shaun K. (2015). "Predicting climate-driven regime shifts versus rebound potential in coral reefs".
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Wagner, Stacey D.; Struck, Adam J.; Gupta, Riti; Farnsworth, Dylan R.; Mahady, Amy E.; Eichinger, Katy; Thornton, Charles A.; Wang, Eric T.; Berglund, J. Andrew (2016-09-28).
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MacNeil, M. Aaron; Chong-Seng, Karen M.; Pratchett, Deborah J.; Thompson, Casssandra A.; Messmer, Vanessa; Pratchett, Morgan S. (2017-03-14).
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Cavanagh, James F; Wiecki, Thomas V; Cohen, Michael X; Figueroa, Christina M; Samanta, Johan; Sherman, Scott J; Frank, Michael J (2011).
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were added. The PyMC team has released the revised computational backend under the name PyTensor and continues the development of PyMC.
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is a Python library for defining, optimizing, and efficiently evaluating mathematical expressions involving multi-dimensional arrays.
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Salvatier J, Wiecki TV, Fonnesbeck C. (2016) Probabilistic programming in Python using PyMC3. PeerJ Computer Science 2:e55
2238: 2199: 1820: 1675: 251:, ecology and psychology. Previous versions of PyMC were also used widely, for example in climate science, public health, 204: 112: 1177:"National, Regional, and Global Trends in Infertility Prevalence Since 1990: A Systematic Analysis of 277 Health Surveys" 1777: 1698: 291: 97: 565: 2136: 2106: 2036: 1429: 267: 65: 820:
Sharma, Amit; Johansson, Linda; Dunevall, Elin; Wahlgren, Weixiao Y.; Neutze, Richard; Katona, Gergely (2017-03-01).
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Theano under the name Aesara. Large parts of the Theano codebase have been refactored and compilation through
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Mascarenhas, Maya N.; Flaxman, Seth R.; Boerma, Ties; Vanderpoel, Sheryl; Stevens, Gretchen A. (2012-12-18).
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Kucukelbir, Alp; Ranganath, Rajesh; Blei, David M. (June 2015). "Automatic Variational Inference in Stan".
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Pullan, Rachel L.; Smith, Jennifer L.; Jasrasaria, Rashmi; Brooker, Simon J. (2014-01-21).
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PyMC has been used to solve inference problems in several scientific domains, including
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Garay, Pablo G.; Martin, Osvaldo A.; Scheraga, Harold A.; Vila, Jorge A. (2016-07-21).
911: 878: 854: 821: 797: 762: 712: 685: 207:. It can be used for Bayesian statistical modeling and probabilistic machine learning. 172: 625: 2222: 1961: 1534:"The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo" 1161: 1015: 642: 252: 244: 1301: 1193: 779: 499: 2126: 1620:
Bayesian Analysis with Python : A Practical Guide to Probabilistic Modeling
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is a probabilistic programming language for statistical inference written in C++
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Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference
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announced plans to discontinue development in 2017, the PyMC team evaluated
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Hilbe, Joseph M.; Souza, Rafael S. de; Ishida, Emille E. O. (2017-04-30).
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Katona, Gergely; Garcia-Bonete, Maria-Jose; Lundholm, Ida (2016-05-01).
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Bayesian Models for Astrophysical Data: Using R, JAGS, Python, and Stan
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project, developed by the community and has been fiscally sponsored by
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to handle plotting, diagnostics, and statistical checks. PyMC and
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is a high-level Bayesian model-building interface based on PyMC
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Chindelevitch, Leonid; Gal, Yarin; Kulveit, Jan (2020-12-15).
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Greiner, J.; Burgess, J. M.; Savchenko, V.; Yu, H.-F. (2016).
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a Python library for exploratory analysis of Bayesian models
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PyMC implements non-gradient-based and gradient-based
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Martin, Osvaldo; Kumar, Ravin; Lao, Junpeng (2021).
2155: 2051: 1924: 1915: 1877: 1738: 1705: 266:as a computational backend, but decided in 2020 to 178: 166: 154: 138: 118: 108: 96: 64: 45: 35: 2254:Python (programming language) scientific libraries 1532:Hoffman, Matthew D.; Gelman, Andrew (April 2014). 305:and PyMC's default engine for continuous variables 546:"The Algorithms Behind Probabilistic Programming" 735:Systrom, Kevin; Vladek, Thomas; Krieger, Mike. 311:, PyMC's default engine for discrete variables 1683: 591:"On the Fermi-GBM Event 0.4 s after GW150914" 8: 314:Sequential Monte Carlo for static posteriors 30: 1430:"Theano, TensorFlow and the Future of PyMC" 467:Bayesian Modeling and Computation in Python 1921: 1690: 1676: 1668: 1065:TĂĽnnermann, Jan; Scharlau, Ingrid (2016). 72: 29: 1570: 1377: 1359: 1318: 1300: 1259: 1210: 1192: 1100: 1082: 1049: 969: 951: 910: 853: 796: 778: 711: 701: 624: 606: 367: 301:No-U-Turn sampler (NUTS), a variant of 1597: 1586: 498:Davidson-Pilon, Cameron (2015-09-30). 247:, molecular biology, crystallography, 1401:Lamblin, Pascal (28 September 2017). 570:NumFOCUS | Open Code = Better Science 7: 1539:Journal of Machine Learning Research 294:for approximate Bayesian inference. 201:probabilistic programming language 27:Probabilistic programming language 25: 2234:Free Bayesian statistics software 595:The Astrophysical Journal Letters 103:https://github.com/pymc-devs/pymc 1289:PLOS Neglected Tropical Diseases 883:Acta Crystallographica Section A 826:Acta Crystallographica Section A 319:approximate Bayesian computation 2244:Numerical programming languages 1428:Developers, PyMC (2018-05-17). 1403:"MILA and the future of Theano" 504:. Addison-Wesley Professional. 331:Black-box Variational Inference 199:(formerly known as PyMC3) is a 1016:10.1016/j.atmosenv.2017.01.014 662:. Cambridge University Press. 1: 470:. CRC-press. pp. 1–420. 433:Bayesian Analysis with Python 1302:10.1371/journal.pntd.0001814 1194:10.1371/journal.pmed.1001356 780:10.1371/journal.pgen.1006316 292:variational Bayesian methods 737:"Rt.live Github repository" 626:10.3847/2041-8205/827/2/L38 317:Sequential Monte Carlo for 173:Apache License, Version 2.0 2270: 2194: 1622:(Third ed.). Packt. 895:10.1107/S2053273316003430 838:10.1107/s2053273316018696 226:probabilistic programming 224:are the two most popular 92: 60: 2229:Computational statistics 2042:World Programming System 1618:Martin, Osvaldo (2024). 1084:10.3389/fpsyg.2016.01442 436:. Packt Publishing Ltd. 430:Martin, Osvaldo (2024). 288:Markov chain Monte Carlo 1348:Parasites & Vectors 1071:Frontiers in Psychology 996:Atmospheric Environment 703:10.1126/science.abd9338 303:Hamiltonian Monte Carlo 298:MCMC-based algorithms: 2249:Probabilistic software 1596:Cite journal requires 1361:10.1186/1756-3305-7-37 264:TensorFlow Probability 79:; 2 months ago 1655:repository hosted on 403:10.7717/peerj-cs.1516 326:Variational inference 49:May 4, 2013 41:PyMC Development Team 2239:Monte Carlo software 2002:Revolution Analytics 1699:Statistical software 255:, and parasitology. 1581:2015arXiv150603431K 1240:Nature Neuroscience 1146:10.1038/nature14140 1138:2015Natur.518...94G 1008:2017AtmEn.152..519W 617:2016ApJ...827L..38G 419:10.7717/peerj-cs.55 309:Metropolis–Hastings 161:Statistical package 32: 953:10.7717/peerj.2253 696:(6531): eabd9338. 228:tools. PyMC is an 145:Intel x86 – 32-bit 37:Original author(s) 2216: 2215: 2190: 2189: 1629:978-1-80512-716-1 1460:. 27 October 2020 1246:(11): 1462–1467. 282:Inference engines 194: 193: 133:Microsoft Windows 16:(Redirected from 2261: 1922: 1692: 1685: 1678: 1669: 1633: 1606: 1605: 1599: 1594: 1592: 1584: 1574: 1558: 1552: 1551: 1529: 1523: 1522: 1520: 1518: 1504: 1498: 1497: 1495: 1493: 1476: 1470: 1469: 1467: 1465: 1450: 1444: 1443: 1441: 1440: 1425: 1419: 1418: 1416: 1414: 1398: 1392: 1391: 1381: 1363: 1339: 1333: 1332: 1322: 1304: 1280: 1274: 1273: 1263: 1231: 1225: 1224: 1214: 1196: 1187:(12): e1001356. 1172: 1166: 1165: 1121: 1115: 1114: 1104: 1086: 1062: 1056: 1055: 1053: 1051:10.3390/d9010018 1035: 1026: 1020: 1019: 990: 984: 983: 973: 955: 931: 925: 924: 914: 874: 868: 867: 857: 817: 811: 810: 800: 782: 758: 752: 751: 749: 747: 732: 726: 725: 715: 705: 680: 674: 673: 653: 647: 646: 628: 610: 586: 580: 579: 577: 576: 562: 556: 555: 553: 552: 542: 536: 535: 533: 532: 522: 516: 515: 495: 489: 488: 486: 484: 461: 455: 454: 452: 450: 427: 421: 411: 405: 394: 388: 387: 385: 383: 376:"Release 5.16.2" 372: 190: 187: 185: 120:Operating system 87: 85: 80: 76: 56: 54: 33: 21: 2269: 2268: 2264: 2263: 2262: 2260: 2259: 2258: 2219: 2218: 2217: 2212: 2186: 2151: 2142:The Unscrambler 2047: 1944:GraphPad InStat 1911: 1873: 1859:SOFA Statistics 1734: 1701: 1696: 1640: 1630: 1617: 1614: 1612:Further reading 1609: 1595: 1585: 1560: 1559: 1555: 1531: 1530: 1526: 1516: 1514: 1508:"PyMC Timeline" 1506: 1505: 1501: 1491: 1489: 1478: 1477: 1473: 1463: 1461: 1458:PyMC Developers 1452: 1451: 1447: 1438: 1436: 1434:PyMC Developers 1427: 1426: 1422: 1412: 1410: 1400: 1399: 1395: 1341: 1340: 1336: 1282: 1281: 1277: 1252:10.1038/nn.2925 1233: 1232: 1228: 1174: 1173: 1169: 1132:(7537): 94–97. 1123: 1122: 1118: 1064: 1063: 1059: 1033: 1028: 1027: 1023: 992: 991: 987: 933: 932: 928: 876: 875: 871: 819: 818: 814: 773:(9): e1006316. 760: 759: 755: 745: 743: 734: 733: 729: 682: 681: 677: 670: 655: 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Index

PyMC3
Original author(s)
Stable release
Edit this on Wikidata
Repository
https://github.com/pymc-devs/pymc
Python
Operating system
Unix-like
Mac OS X
Microsoft Windows
Platform
Intel x86 – 32-bit
x64
Type
Statistical package
License
Apache License, Version 2.0
www.pymc.io
probabilistic programming language
Python
Fortran
ArviZ
Stan
probabilistic programming
open source
NumFOCUS
astronomy
epidemiology
chemistry

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