BAYesian Lifetime Event Analysis Framework
bayleaf is a Python package for Bayesian survival analysis using PyMC3.
bayleaf will include:
- Univariate Models: Parametric and Semi-Parametric Survival Models
- Multivariate Models: Parametric and Semi-Parametric Frailty and Copula Models
- Transformation Models
- Flexible Survival Models: Spline Regression Survival Models
- Intuitive model specification syntax
- Simulation functions from a general class of survival models
- With a PyMC3 backend, bayleaf models leverage modern Bayesian computation including:
- Markov Chain Monte Carlo, such as the No U-Turn Sampler
- Variational inference: Automatic Differentiation Variational Inference for fast approximate posterior estimation as well as mini-batch ADVI for large data sets.
- Graphical outputs for survival models
- from github
# pip install git+git://github.com/pymc-devs/pymc3.git pip install git+https://github.com/schluedj/bayleaf.git