Probabilistic programming using Infer.NET (vs PyMC, Edward, PyStan)

For people on the probabilistic end of data science, I’m playing with a side-by-side hosting of Bayesian inference / probabilistic programming frameworks Edward, InferNET, PyMC, (Py)Stan on Azure Notebooks using python, R & F# & finding it relatively is painless https://notebooks.azure.com/ian-buckley/libraries/probabilistic-programming.

Very much work in progress.

The F# interest is with Microsoft’s Infer.NET & then some related topics (i) The probability computation expression (monad) (ii) Monty Hall (iii) Language-oriented programming. The other frameworks are called from python notebooks.

Nearly all code is by others. I’m just trying to get them all running as notebooks on Azure.

Log-in & clone to run notebooks.

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https://notebooks.azure.com/ian-buckley/libraries/probabilistic-programming/html/InferNET/BayesianRegression.ipynb
Bayesian regression for Challenger O-ring data using Microsoft’s Infer.NET probabilistic programming framework, hosted on Azure. From the original C# example by Vladislavs Dovgalecs. Follow the link to view the code. Log-in to Azure & clone the notebook to run it.