pymc
https://github.com/pymc-devs/pymc
Python
Bayesian Modeling in Python
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- Issues
- BUG: ADVI default optimizer adagrad_window biases posterior SDs upward (~8.5% on a conjugate Gaussian): the current gradient is inside its own normaliser
- Fix icdf precision in the far tails for Cauchy, Exponential and Weibull
- Exclude current gradient from its adagrad_window normaliser
- BUG: icdf loses precision in the far tails for Cauchy, Exponential and Weibull
- Raise ShapeError for shape conflicts in observed data
- Give LogitNormal its logodds default transform back
- BUG: Cauchy and StudentT logcdf return -inf in the lower tail where the true value is finite
- Fix logcdf lower-tail underflow for Cauchy and StudentT
- ENH: Enable batch size > 1 for CAR distribution (#8414)
- DOC: Fix raw LaTeX math syntax and grammar in GARCH11 docstring
- Docs
- Python not yet supported