mengqvist/data_analysis_sivia

Pyro code for reproducing some of the examples from the Data Analysis book by D. S. Sivia.

Reproducing "Data Analysis - A Bayesian Tutorial" Examples with Pyro

Description

This project is part of my journey to learn Pyro, a universal probabilistic programming language. I'm working through examples from the book "Data Analysis - A Bayesian Tutorial" (Second edition) by D. S. Sivia and J. Skilling, implementing solutions using Pyro instead of the mathematical approaches in the book.

Key Features

• Implementation of Bayesian analysis examples using Pyro
• Focus on examples with extractable data from the book
• Comparative analysis between mathematical solutions and Pyro implementations

How to Use

1. Clone this repository
2. Install the environment using Miniconda:

   conda env create -f environment.yml
   conda activate pyro

3. Open the Jupyter notebook in the repository

Alternatively, click the badge below to launch this project in a Binder environment in your browser.

Notebooks

1. Main Notebook - Implementation of book examples using Pyro
2. Bayesian Linear Regression - An extension to the book's content, implementing and testing a Bayesian Linear Regression model on simulated data.

Technologies Used

• Python 3.x
• Pyro 1.4.0
• Jupyter Notebook
• PyTorch
• Matplotlib

Future Work

• Implement more examples from the book
• Implement all examples in NumPyro

How to Contribute

This is a personal learning project, but suggestions and discussions are welcome! Feel free to open an issue or submit a pull request.

Status

This project under sporadic development. Content and implementations may change as I progress through the book and deepen my understanding of Pyro.

Resources

• Pyro Documentation
• Data Analysis - A Bayesian Tutorial (Book)