Similar experience over here. (G)ARCH models are severely underserved in Python, and I could not be bothered to learn a Probabilistic programming abstraction like Pyro or Stan just to build a quick prototype myself.…
For anyone who wants to dig a bit deeper: PRML by Bishop [0]. An amazing work as a general introduction to machine learning and Bayesian in general. MacKay's book [1] is a bit more opinionated regarding Bayesian…
Similar experience over here. (G)ARCH models are severely underserved in Python, and I could not be bothered to learn a Probabilistic programming abstraction like Pyro or Stan just to build a quick prototype myself.…
For anyone who wants to dig a bit deeper: PRML by Bishop [0]. An amazing work as a general introduction to machine learning and Bayesian in general. MacKay's book [1] is a bit more opinionated regarding Bayesian…