Jake VanderPlas 6/14/2014

Frequentism and Bayesianism IV: How to be a Bayesian in Python

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This article, part of a series on Frequentism vs. Bayesianism, shifts from philosophy to practice, demonstrating how to perform Bayesian analysis in Python. It compares three MCMC packages—emcee, PyMC, and PyStan—using a non-trivial test problem of fitting a line to data with nuisance parameters. The focus is on API comparison and practical implementation rather than speed benchmarks.

Frequentism and Bayesianism IV: How to be a Bayesian in Python

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