Past, present and future of software for Bayesian inference

Štrumbelj, Erik (avtor), Bouchard-Côté, Alexandre (avtor), Corander, Jukka (avtor), Gelman, Andrew B. (avtor), Rue, Håvard (avtor), Murray, Lawrence (avtor), Pesonen, Henri (avtor), Plummer, Martyn (avtor), Vehtari, Aki (avtor)

Software tools for Bayesian inference have undergone rapid evolution in the past three decades, following popularisation of the first generation MCMC-sampler implementations. More recently, exponential growth in the number of users has been stimulated both by the active development of new packages by the machine learning community and popularity of specialist software for particular applications. This review aims to summarize the most popular software and provide a useful map for a reader to navigate the world of Bayesian computation. We anticipate a vigorous continued development of algorithms and corresponding software in multiple research fields, such as probabilistic programming, likelihood-free inference and Bayesian neural networks, which will further broaden the possibilities for employing the Bayesian paradigm in exciting applications.

• Jezik: Angleški jezik
• Ključne besede: statistics, data analysis, MCMC, computation, probabilistic programming
• Vrsta gradiva: Članek v reviji
• Tipologija: 1.02 - Pregledni znanstveni članek
• Organizacija: FRI - Fakulteta za računalništvo in informatiko
• Status publikacije: Objavljeno
• Različica publikacije: Recenzirani rokopis
• Št. strani: Str. 46-61
• Številčenje: Vol. 39, no. 1
• PID: 20.500.12556/RUL-183994
• UDK: 004.4:519.2
• ISSN pri članku: 0883-4237
• DOI: 10.1214/23-STS907
• COBISS.SI-ID: 186530307
• Datum objave v RUL: 24.06.2026

Gradivo je del revije

• Naslov: Statistical science
• Skrajšan naslov: Stat. sci.
• Založnik: Institute of Mathematical Statistics
• ISSN: 0883-4237
• COBISS.SI-ID: 26447616

Licence

• Licenca: CC BY 4.0, Creative Commons Priznanje avtorstva 4.0 Mednarodna
• Povezava: http://creativecommons.org/licenses/by/4.0/deed.sl
• Opis: To je standardna licenca Creative Commons, ki daje uporabnikom največ možnosti za nadaljnjo uporabo dela, pri čemer morajo navesti avtorja.

Sekundarni jezik

• Jezik: Slovenski jezik
• Ključne besede: statistika, analiza podatkov, MCMC, računske metode, probabilistično programiranje

Projekti

• Financer: ARIS - Javna agencija za znanstvenoraziskovalno in inovacijsko dejavnost Republike Slovenije
• Številka projekta: P2-0442
• Naslov: Podatkovne vede in digitalna preobrazba