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@@ -9,13 +9,13 @@ The Bayesian method is the natural approach to inference, yet it is hidden from
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After some recent success of Bayesian methods in machine-learning competitions, I decided to investigate the subject again. Even with my mathematical background, it took me three straight-days of reading examples and trying to put the pieces together to understand the methods. There was simply not enough literature bridging theory to practice. The problem with my misunderstanding was the disconnect between Bayesian mathematics and probabilistic programming. That being said, I suffered then so the reader would not have to now. This book attempts to bridge the gap.
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If Bayesian inference is the destination, then mathematical analysis is a particular path to towards it. On the other hand, computing power is cheap enough that we can afford to take an alternate route via probabilistic programming. The latter path is much more useful, as it denies the necessity of mathematical intervention at each step, that is, we remove often-intractable mathematical analysis as a prerequisite to Bayesian inference. Simply put, this latter computational path proceeds via small intermediate jumps from beginning to end, where as the first path proceeds by enormous leaps, often landing far away from our target. Furthermore, without a strong mathematical background, the analysis required by the first path cannot even take place.
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If Bayesian inference is the destination, then mathematical analysis is a particular path towards it. On the other hand, computing power is cheap enough that we can afford to take an alternate route via probabilistic programming. The latter path is much more useful, as it denies the necessity of mathematical intervention at each step, that is, we remove often-intractable mathematical analysis as a prerequisite to Bayesian inference. Simply put, this latter computational path proceeds via small intermediate jumps from beginning to end, where as the first path proceeds by enormous leaps, often landing far away from our target. Furthermore, without a strong mathematical background, the analysis required by the first path cannot even take place.
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*Bayesian Methods for Hackers* is designed as an introduction to Bayesian inference from a computational/understanding-first, and mathematics-second, point of view. Of course as an introductory book, we can only leave it at that: an introductory book. For the mathematically trained, they may cure the curiosity this text generates with other texts designed with mathematical analysis in mind. For the enthusiast with less mathematical-background, or one who is not interested in the mathematics but simply the practice of Bayesian methods, this text should be sufficient and entertaining.
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*Bayesian Methods for Hackers* is designed as an introduction to Bayesian inference from a computational/understanding-first, and mathematics-second, point of view. Of course as an introductory book, we can only leave it at that: an introductory book. For the mathematically trained, they may cure the curiosity this text generates with other texts designed with mathematical analysis in mind. For the enthusiast with less mathematicalbackground, or one who is not interested in the mathematics but simply the practice of Bayesian methods, this text should be sufficient and entertaining.
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The choice of PyMC as the probabilistic programming language is two-fold. As of this writing, there is currently no central resource for examples and explanations in the PyMC universe. The official documentation assumes prior knowledge of Bayesian inference and probabilistic programming. We hope this book encourages users at every level to look at PyMC. Secondly, with recent core developments and popularity of the scientific stack in Python, PyMC is likely to become a core component soon enough.
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PyMC does have dependencies to run, namely NumPy and (optionally) SciPy. To not limit the user, the examples in this book will rely only on PyMC, NumPy, SciPy and Matplotlib only.
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PyMC does have dependencies to run, namely NumPy and (optionally) SciPy. To not limit the user, the examples in this book will rely only on PyMC, NumPy, SciPy and Matplotlib.
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Printed Version by Addison-Wesley
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- Additional Chapter on Bayesian A/B testing
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- Updated examples
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- Answers to the end of chapter questions
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- Additional explaination, and rewritten sections to aid the reader.
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- Additional explanation, and rewritten sections to aid the reader.
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Contents
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2. The second, preferred, option is to use the nbviewer.ipython.org site, which display IPython notebooks in the browser ([example](http://nbviewer.ipython.org/urls/raw.github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/master/Chapter1_Introduction/Chapter1.ipynb)).
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The contents are updated synchronously as commits are made to the book. You can use the Contents section above to link to the chapters.
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3. PDFs are the least-prefered method to read the book, as pdf's are static and non-interactive. If PDFs are desired, they can be created dynamically using the [nbconvert](https://github.com/ipython/nbconvert) utility.
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3. PDFs are the least-preferred method to read the book, as PDFs are static and non-interactive. If PDFs are desired, they can be created dynamically using the [nbconvert](https://github.com/ipython/nbconvert) utility.
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