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All that likelihood with PyMC3


Baynesian Computation, Likelyhood functions. Inference using NUTS or Variational approximation.

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The likelihood is a central concept in Bayesian computation. In this tutorial, we will learn about what is the likelihood function and how do we use it for inference. Using PyMC3, I will demonstrate how to get the likelihood from a model, how does it connect to inference using NUTS or Variational approximation, and some practical usage of the model likelihood to perform model comparisons.



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