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

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

Etymology

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

Library features

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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 unidimentional elicitation, like, roulette, maximum entropy, quartiles, etc.
  • Methods for predictive elictitation.
  • Interactive and graphical methods.
  • Interface with PyMC, Bambi and potentially other PPLs.

References

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  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. 19 (4). International Society for Bayesian Analysis: 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.
  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.
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