Bayesian Methods for Hackers
An intro to Bayesian methods and probabilistic programming from a computation/understanding-first, mathematics-second point of view. Prologue 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. After some recent success of Bayesian methods in machine-learning competitions, I decided to investigate the subject again. If Bayesian inference is the destination, then mathematical analysis is a particular path towards it. Bayesian Methods for Hackers is designed as a introduction to Bayesian inference from a computational/understanding-first, and mathematics-second, point of view.
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