Probabilistic Programming With Pyro

Pyro translation of Cam Davidson-Pilon et al.'s wonderful tutorial Probabilistic Programming and Bayesian Methods for Hackers. This repo is intended for anyone who would like to follow the tutorial (which is available for PyMC and TF) while getting to know Pyro. The suggested solutions try to follow the original tutorial while keeping the code as simple as possible.

Please note:

• All sampling is based on MCMC while Pyro is also a powerful tool for doing SVI
• The number of samples/iterations is set in a way that keeps time requirements low while getting reasonable results
• There may be other solutions, happy to hear your suggestions!
• Check the original tutorial for thorough explanations of the examples

Big thanks to all the contributors of the original tutorial!

Rendered notebooks

If you have trouble viewing the notebooks on GitHub, check out the following links:

• Chapter 1
• Chapter 2
• Chapter 3
• Chapter 4
• Chapter 5
• Chapter 6

Some links that may be of interest

• Original tutorial and book on GitHub
• Pyro's documentation
• Gelman et al.'s Bayesian Data Analysis for a theoretical introduction