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Statistical Rethinking: A Bayesian Course Using R and Stan
- RA_Fisher 7y agoDr. Kurz wrote a really great companion that uses brms, a fantastic wrapper that makes stan easier to pickup. I highly recommend it. https://bookdown.org/ajkurz/Statistical_Rethinking_recoded/ https://bookdown.org/ajkurz/Statistical_Rethinking_recoded/
- malshe 7y agoI also recommend this book. One of my PhD students is using it to learn Bayseian models on her own.
- hellfrick 7y agopymc3 version here: https://github.com/pymc-devs/resources/tree/master/Rethinking https://github.com/pymc-devs/resources/tree/master/Rethinkin...
- etik 7y agoJulia version here: https://github.com/StatisticalRethinkingJulia/StatisticalRethinking.jl https://github.com/StatisticalRethinkingJulia/StatisticalRet... with implementations in CmdStan (calling Stan from Julia), Turing, Mamba, and DynamicHMC (which requires hand-coding the log-density function of posterior).
- RivieraKid 7y agoAny advice about which one of those packages to pick?
- glial 7y agoI haven't used the others but Stan is great.
- outlace 7y agoI’ve worked through the print book version of this twice and it is absolutely brilliant. Highly recommend the book. Looks like some draft chapters of the second edition are freely available, but the first edition was already fantastic.
- RivieraKid 7y agoI just started reading the book today because Gelman's Bayesian Data Analysis seems too theoretical and sometimes hard to parse. But this book seems too much of the opposite, there's almost no math...
- outlace 7y agoThere’s math, you just have to keep reading. It starts out very conceptual. I think Gelman’s book will be a lot more approachable after McElreth.
- joker3 7y agoThe math is the easy part of statistics. What really marks the people who get it is that they understand the part that isn't math.
- ranc1d 7y ago2nd Edition can be got here: https://xcelab.net/rm/sr2/ https://xcelab.net/rm/sr2/ Use password from end of 2nd lecture on YouTube https://youtu.be/XoVtOAN0htU?list=PLDcUM9US4XdNM4Edgs7weiyIguLSToZRI&t=3806 https://youtu.be/XoVtOAN0htU?list=PLDcUM9US4XdNM4Edgs7weiyIg...
- KirinDave 7y agoThe most recent round of lectures for this course are excellent. You can find them here: https://www.youtube.com/playlist?list=PLDcUM9US4XdNM4Edgs7weiyIguLSToZRI https://www.youtube.com/playlist?list=PLDcUM9US4XdNM4Edgs7we... I'm happy something talking about Statistical Rethinking has finally made it to the front page. I've tried and bounced a few times to raise awareness of this awesome course.
- mlevental 7y agodoes anyone know if there's a pyro or tf probability version somewhere?
- RosanaAnaDana 7y agoThis one here is by far the best intro to Bayesian methods I've found: https://www.youtube.com/watch?v=3OJEae7Qb_o&t=6s https://www.youtube.com/watch?v=3OJEae7Qb_o&t=6s Very accessible