Английская Википедия:ArviZ

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ArviZ (Шаблон:IPAc-en Шаблон:Respell) is a Python package for exploratory analysis of Bayesian models. It is specifically designed to work with the output of probabilistic programming libraries like PyMC, Stan, and others by providing a set of tools for summarizing and visualizing the results of Bayesian inference in a convenient and informative way. ArviZ also provides a common data structure for manipulating and storing data commonly arising in Bayesian analysis, like posterior samples or observed data.

ArviZ is an open source project, developed by the community and is an affiliated project of NumFOCUS. and it has been used to help interpret inference problems in several scientific domains, including astronomy, neuroscience, physics and statistics.

Etymology

The ArviZ name is derived from reading "rvs" (the short form of random variates) as a word instead of spelling it and also using the particle "viz" usually used to abbreviate visualization.

Exploratory analysis of Bayesian models

When working with Bayesian models there are a series of related tasks that need to be addressed besides inference itself:

• Diagnoses of the quality of the inference, this is needed when using numerical methods such as Markov chain Monte Carlo techniques
• Model criticism, including evaluations of both model assumptions and model predictions
• Comparison of models, including model selection or model averaging
• Preparation of the results for a particular audience

All these tasks are part of the Exploratory analysis of Bayesian models approach, and successfully performing them is central to the iterative and interactive modeling process. These tasks require both numerical and visual summaries.

Library features

• InferenceData object for Bayesian data manipulation. This object is based on xarray
• Plots using two alternative backends matplotlib or bokeh
• Numerical summaries and diagnostics for Markov chain Monte Carlo methods.
• Integration with established probabilistic programming languages including; PyStan (the Python interface of Stan), PyMC, Edward Pyro, and easily integrated with novel or bespoke Bayesian analyses. ArviZ is also available in Julia, using the ArviZ.jl interface

See also

bayesplot is an R package providing an extensive library of plotting functions for use after fitting Bayesian models (typically with Markov chain Monte Carlo)

loo R package for efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models

Exploratory Analysis of Bayesian Models

External links

• ArviZ web site