jessegrabowski / pymc_statespace
A system for Bayesian estimation of state space models using PyMC
☆33Updated last year
Alternatives and similar repositories for pymc_statespace
Users that are interested in pymc_statespace are comparing it to the libraries listed below
Sorting:
- Bayesian Conjugate Models in Python☆25Updated this week
- Presentation materials for PyMC Statespace☆22Updated 8 months ago
- Source repository for the online book Exploratory Analysis of Bayesian Models.☆24Updated this week
- Self-tuning HMC algorithms and evaluations☆19Updated 7 months ago
- Powerful add-ons for PyMC☆101Updated this week
- Easily combine predictions from multiple Bayesian models using techniques including (pseudo) Bayesian model averaging, hierarchical stack…☆34Updated 6 months ago
- Gaussian Process Model Building Interface☆50Updated 2 months ago
- Simulation based calibration and generation of synthetic data.☆50Updated last month
- ☆18Updated 2 years ago
- Kullback-Leibler projections for Bayesian model selection in Python☆34Updated last month
- Data for and description of the ACIC 2023 data competition☆32Updated last year
- Markov Chain Monte Carlo Visualization Tools☆25Updated 3 weeks ago
- ☆30Updated 7 months ago
- An interactive visualization tool that transforms probabilistic programming models into an "Interactive Probabilistic Models Explorer".☆24Updated 11 months ago
- Compares Stan, PyMC, and PyMC + JAX numpyro sampler on a model for tennis☆32Updated 2 years ago
- Course material for the PhD course in Advanced Bayesian Learning☆59Updated 2 months ago
- Home for the book-in-progress 'Bayesian Learning'☆28Updated 2 weeks ago
- ☆111Updated this week
- Hidden Markov models in PyMC3☆99Updated last year
- Formulas for mixed-effects models in Python☆58Updated 3 months ago
- Python implementation of the original R sensemakr package: https://github.com/carloscinelli/sensemakr☆51Updated 5 months ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆29Updated last month
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 8 months ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated 8 months ago
- ArviZ modular plotting☆14Updated this week
- Markov chain Monte Carlo general, and Hamiltonian Monte Carlo specific, diagnostics for Stan☆86Updated 2 months ago
- ☆17Updated 2 years ago
- MLflow logging for PyMC☆8Updated last month
- Bayesian Regression Models in Pyro☆72Updated 9 months ago
- A comparison of PPL APIs☆27Updated 5 years ago