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Published on Aug 1, 2018
PyData Berlin 2018
The likelihood is a central concept in Bayesian computation. In this tutorial, we will learn about what is the likelihood function and how do we use it for inference. Using PyMC3, I will demonstrate how to get the likelihood from a model, how does it connect to inference using NUTS or Variational approximation, and some practical usage of the model likelihood to perform model comparisons.
PyData is an educational program of NumFOCUS, a 501(c)3 non-profit organization in the United States. PyData provides a forum for the international community of users and developers of data analysis tools to share ideas and learn from each other. The global PyData network promotes discussion of best practices, new approaches, and emerging technologies for data management, processing, analytics, and visualization. PyData communities approach data science using many languages, including (but not limited to) Python, Julia, and R.
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