Bayesian Inference Engine
Purpose
Provides Bayesian probabilistic reasoning capabilities for prior specification, posterior computation, and sequential belief updating.
Capabilities
- Prior elicitation support
- MCMC sampling (NUTS, HMC)
- Variational inference
- Model comparison (Bayes factors, LOO-CV)
- Posterior predictive checking
- Sequential belief updating
Usage Guidelines
- Prior Selection: Choose appropriate, defensible priors
- Sampling: Use efficient MCMC algorithms
- Diagnostics: Check convergence and mixing
- Model Comparison: Use appropriate comparison criteria
Tools/Libraries
- PyMC
- Stan (PyStan)
- ArviZ
- NumPyro