Liesel: A Probabilistic Programming Framework
Liesel: A Probabilistic Programming Framework#
Welcome to the API documentation of Liesel, a probabilistic programming framework with a focus on semi-parametric regression. It includes:
Liesel, a library to express statistical models as Probabilistic Graphical Models (PGMs). Through the PGM representation, the user can build and update models in a natural way.
Goose, a library to build custom MCMC algorithms with several parameter blocks and MCMC kernels such as the No U-Turn Sampler (NUTS), the Iteratively Weighted Least Squares (IWLS) sampler, or different Gibbs samplers. Goose also takes care of the MCMC bookkeeping and the chain post-processing.
RLiesel, an R interface for Liesel which assists the user with the configuration of semi-parametric regression models such as Generalized Additive Models for Location, Scale and Shape (GAMLSS) with different response distributions, spline-based smooth terms and shrinkage priors.
For installation instructions, see the README in the main repository.
Liesel is being developed by Paul Wiemann and Hannes Riebl at the University of Göttingen with support from Thomas Kneib. Important contributions were made by Joel Beck, Alex Afanasev, Gianmarco Callegher and Johannes Brachem. We are grateful to the German Research Foundation (DFG) for funding the development through grant 443179956.
This module contains code that is considered experimental.
Liesel modeling framework.
Goose MCMC framework