Jake VanderPlas 9/13/2012

Dynamic Programming in Python: Bayesian Blocks

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This technical article demonstrates dynamic programming in Python by implementing the Bayesian Blocks algorithm for data analysis. It explains how to create histograms with bin sizes that adapt to the data, moving beyond simple rules-of-thumb. The post includes Python code using NumPy and SciPy to generate and analyze a complex test distribution, detailing the algorithm's core insight of using a Bayesian fitness function to find the optimal bin configuration.

Dynamic Programming in Python: Bayesian Blocks

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