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Probabilistic Programming and Bayesian Methods for Hackers
Probabilistic Programming and Bayesian Methods for Hackers
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## *Using Python and PyMC*




Bayesian method is the natural approach to inference, yet it is hidden from readers behind chapters of slow, mathematical analysis. The typical text on Bayesian inference involves two to three chapters on probability theory, then enters what Bayesian inference is. Unfortunately, due to mathematical intractability of most Bayesian models, the reader is only shown simple, artificial examples. This can leave the user with a *so-what* feeling about Bayesian inference. In fact, this was the author's own prior opinion.
The Bayesian method is the natural approach to inference, yet it is hidden from readers behind chapters of slow, mathematical analysis. The typical text on Bayesian inference involves two to three chapters on probability theory, then enters what Bayesian inference is. Unfortunately, due to mathematical intractability of most Bayesian models, the reader is only shown simple, artificial examples. This can leave the user with a *so-what* feeling about Bayesian inference. In fact, this was the author's own prior opinion.


<div style="float: right;"><img title="created by Stef Gibson at StefGibson.com"style="float: right;" src="http://i.imgur.com/25xEomH.png" align=right height = 390 /></div>
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If Bayesian inference is the destination, then mathematical analysis is a particular path to it. On the other hand, computing power is cheap enough that we can afford to take an alternate route via probabilistic programming. The 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 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.

*Probabilistic Programming and Bayesian Methods for Hackers* is designed as a 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 their curiousity 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.
*Bayesian Methods for Hackers* is designed as a 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 their curiousity 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.


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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