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PreliZ

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PreliZ
Original author(s)ArviZ Development Team
Initial releaseSeptember 21, 2023 (2023-09-21)
Repositorygithub.com/arviz-devs/preliz
Written inPython
Engine
    Operating systemUnix-like, macOS, Windows
    PlatformIntel x86 – 32-bit, x64
    TypeStatistical package
    License Apache License, Version 2.0
    Websitepreliz.readthedocs.io

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    PreliZ is a Python package for exploring and eliciting probability distributions. While it is primarily focused on prior elicitation—the process of converting domain-specific knowledge into well-defined probability distributions—it can also be used to analyze distributions outside the context of Bayesian statistics.[1][2][3][4]

    PreliZ is an open source project developed by the community and it is part of the ArviZ family of packages.

    Etymology

    PreliZ is a word play, relating Prior elicitation with the iZ particle to make the connection with its sister project ArviZ.

    Library features

    PreliZ provides diverse features for exploring probability distributions and elicit priors [5][6].

    • A wide array of probability distributions with associated methods including PDF, CDF, PPF, random sampling, moments, Credible interval (highest density and equally-tailed intervals) etc.
    • Many distributions support more than one parameterization.
    • Easy visualisation with KDEs, histograms, ecdf.
    • Methods for unidimensional elicitation, like, roulette, maximum entropy, quartiles, etc.
    • Methods for predictive elicitation.
    • Interactive and graphical methods.
    • Interface with PyMC, Bambi and potentially other PPLs.

    References

    1. Icazatti, Alejandro; Abril-Pla, Oriol; Klami, Arto; Martin, Osvaldo A. (2023). "PreliZ: A tool-box for prior elicitation". Journal of Open Source Software. 8 (89): 5499. doi:10.21105/joss.05499.
    2. Zivich, Paul N.; Edwards, Jessie K.; Shook-Sa, Bonnie E.; Lofgren, Eric T.; Lessler, Justin; Cole, Stephen R. (2024). "Synthesis estimators for positivity violations with a continuous covariate". Journal of the Royal Statistical Society Series A: Statistics in Society. arXiv:2311.09388.
    3. Mikkola, Petrus; Martin, Osvaldo A.; Chandramouli, Suyog; Hartmann, Marcelo; Abril Pla, Oriol; Thomas, Owen; Pesonen, Henri; Corander, Jukka; Vehtari, Aki; Kaski, Samuel; Bürkner, Paul-Christian; Klami, Arto (2024). "Prior Knowledge Elicitation: The Past, Present, and Future". Bayesian Analysis. International Society for Bayesian Analysis. 19 (4): 1129–1161. arXiv:2112.01380. doi:10.1214/23-BA1381.
    4. Martin, Osvaldo (2024). Bayesian Analysis with Python - Third Edition: A practical guide to probabilistic modeling. Packt Publishing Ltd. ISBN 9781805127161. Search this book on
    5. Icazatti, Alejandro; Abril-Pla, Oriol; Klami, Arto; Martin, Osvaldo A. (2023). "PreliZ: A tool-box for prior elicitation". Journal of Open Source Software. 8 (89): 5499. doi:10.21105/joss.05499.
    6. Icazatti, Alejandro; Abril-Pla, Oriol; Klami, Arto; Martin, Osvaldo A. (2024). "PreliZ: A tool-box for prior elicitation". Zenodo. doi:10.5281/zenodo.13991977.

    External links


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