贝叶斯程序库 这是一个包含代码片段的存储库，我在其中使用了不同的Python Bayesian框架进行统计推断。 简单的例子包括： 线性/逻辑回归； 混合模型

闪电战-火炬动物园中的贝叶斯层 BLiTZ是一个简单且可扩展的库，用于在PyTorch上创建贝叶斯神经网络层（基于“）。 通过使用BLiTZ图层和utils，您可以以不影响图层之间的交互的简单方式（例如，就像使用标准PyTorch一样）添加非证书并收集模型的复杂性成本。 通过使用我们的核心权重采样器类，您可以扩展和改进此库，从而以与PyTorch良好集成的方式为更大范围的图层添加不确定性。 也欢迎拉取请求。 我们的目标是使人们能够通过专注于他们的想法而不是硬编码部分来应用贝叶斯深度学习。 Rodamap： 为不同于正态的后验分布启用重新参数化。 指数 贝叶斯层的目的 贝叶斯层上的权重采样 有可能优化我们的可训练重量 的确，存在复杂度成本函数随其变量可微分的情况。 在第n个样本处获得整个成本函数 一些笔记和总结 引用 参考 安装 要安装BLiTZ，可以使用pip命令： pip

贝叶斯信号处理，经典理论书籍。 经典与现代，滤波方法

Bayesian statistics has been around for more than 250 years now. During this time it has enjoyed as much recognition and appreciation as disdain and contempt. Through the last few decades it has gained more and more attention from people in statistics and almost all other sciences, engineering, and even outside the walls of the academic world. This revival has been possible due to theoretical and computational developments. Modern Bayesian statistics is mostly computational statistics. The necessity for exible and transparent models and a more interpretation of statistical analysis has only contributed to the trend. Here, we will adopt a pragmatic approach to Bayesian statistics and we will not care too much about other statistical paradigms and their relationship to Bayesian statistics. The aim of this book is to learn about Bayesian data analysis with the help of Python. Philosophical discussions are interesting but they have already been undertaken elsewhere in a richer way than we can discuss in these pages. We will take a modeling approach to statistics, we will learn to think in terms of probabilistic models, and apply Bayes' theorem to derive the logical consequences of our models and data. The approach will also be computational; models will be coded using PyMC3—a great library for Bayesian statistics that hides most of the mathematical details and computations from the user. Bayesian methods are theoretically grounded in probability theory and hence it's no wonder that many books about Bayesian statistics are full of mathematical formulas requiring a certain level of mathematical sophistication. Learning the mathematical foundations of statistics could certainly help you build better models and gain intuition about problems, models, and results. Nevertheless, libraries, such as PyMC3 allow us to learn and do Bayesian statistics with only a modest mathematical knowledge, as you will be able to verify by yourself throughout this book.

Bayesian Statistical Modeling with Stan, R, and Python.pdf

《Machine Learning_ A Bayesian and Optimization Perspective》 作者：Sergios Thedoridis

贝叶斯网络参数学习 课程项目-COL884（Spring'18）：人工智能的不确定性 创作者：Navreet Kaur [2015TT10917] 客观的： 警报贝叶斯网络给定数据的贝叶斯参数学习，每行最多有一个缺失值。 使用的算法： 期望最大化 目标： 这项任务的目的是获得学习贝叶斯网络的经验，并了解它们在现实世界中的价值。 设想： 医学诊断。 一些医学研究人员创建了贝叶斯网络，该网络对（某些）疾病和观察到的症状之间的相互关系进行建模。 作为计算机科学家，我们的工作是根据健康记录来学习网络的参数。 不幸的是，在现实世界中，某些记录缺少值。 我们需要尽力计算网络参数，以便以后可以将其用于诊断。 问题陈述： 我们得到了由研究人员创建的贝叶斯网络（如BayesNet.png所示），注意此处对八种诊断进行了建模：血容量不足，左心衰竭，过敏React，镇痛不足，肺栓塞，插管，弯管和断线。

Bayesian methods are increasingly becoming attractive to researchers in many fields. Econometrics, however, is a field in which Bayesian methods have had relatively less influence. A key reason for this absence is the lack of a suitable advanced undergraduate or graduate level textbook. Existing Bayesian books are either out-dated, and hence do not cover the computational advances that have revolutionized the field of Bayesian econometrics since the late 1980s, or do not provide the broad coverage necessary for the student interested in empirical work applying Bayesian methods. For instance, Arnold Zellner’s seminal Bayesian econometrics book (Zellner, 1971) was published in 1971. Dale Poirier’s influential book (Poirier, 1995) focuses on the methodology and statistical theory underlying Bayesian and frequentist methods, but does not discuss models used by applied economists beyond regression. Other important Bayesian books, such as Bauwens, Lubrano and Richard (1999), deal only with particular areas of econometrics (e.g. time series models). In writing this book, my aim has been to fill the gap in the existing set of Bayesian textbooks, and create a Bayesian counterpart to the many popular non-Bayesian econometric textbooks now available (e.g. Greene, 1995). That is, my aim has been to write a book that covers a wide range of models and prepares the student to undertake applied work using Bayesian methods. This book is intended to be accessible to students with no prior training in econometrics, and only a single course in mathematics (e.g. basic calculus). Students will find a previous undergraduate course in probability and statistics useful; however Appendix B offers a brief introduction to these topics for those without the prerequisite background. Throughout the book, I have tried to keep the level of mathematical sophistication reasonably low. In contrast to other Bayesian and comparable frequentist textbooks, I have included more computer-related material. Modern Bayesian econometrics relies heavily on the computer, and developing some basic programming skills is essential for the applied Bayesian. The required level of computer programming skills is not that high, but I expect that this aspect of Bayesian econometrics might be most unfamiliar to the student brought up in the world of spreadsheets and click-and-press computer packages. Accordingly, in addition to discussing computation in detail in the book itself, the website associated with the book contains MATLAB programs for performing Bayesian analysis in a wide variety of models. In general, the focus of the book is on application rather than theory. Hence, I expect that the applied economist interested in using Bayesian methods will find it more useful than the theoretical econometrician.

逻辑回归matlab 代码 2018-MLSP-sparse-bayesian-logistic-regression Matlab code to reproduce some of the results of the paper. Maxime Vono, Nicolas Dobigeon, Pierre Chainais, , Proc. of MLSP, 2018. Copyright Copyright (c) 2018 Maxime Vono.

Machine Learning A Bayesian and Optimization Perspective.pdf