[Looking for the R package "inferno"? you came to the right place! It's been renamed "Prova"]
"prova" /'prɔva/ (Italian)
- (noun): test, trial, assessment, proof, evidence, sign, indication, try, attempt.
- (verb): test!, try out!, assess!, attempt!, prove!, demonstrate!, show!
Prova: probabilistic-statistical variate analysis, nonparametric and with automated Markov-chain Monte Carlo
This repository provides an R package and some theoretical background to perform probabilistic and statistical data analysis and inference. These are its main features:
- Any combination of binary, nominal, ordinal, continuous variates. Continuous variates can be bounded or unbounded, and also rounded or discretized.
- No modelling assumptions such as gaussianity, linearity, or any other kind of model. The analysis and inferences are fully non-parametric.
- No assumptions about functional dependence between variates. The analysis and inferences are therefore more general than those by neural networks, random forests, or similar machine-learning algorithms.
- Automatic imputation of missing data: all sample data are used, even those that lacks some variate values. The imputation is done with a principled method (the marginalization rule of probability theory), rather than ad-hoc procedures.
- Easy and straightforward subgroup analyses and stratified analyses, for any division of variates, with full statistical details.
- Quantification of generalizability beyond the finite sample size. In other words, quantification of uncertainty of results regarding the whole, unsampled, population.
- Straightforward use within decision theory, such as clinical decision-making. Users can immediately combine the probabilistic results with any measures of utilities, such as quality-adjusted life years.
- Quantification of associations between any kinds of variates, without modelling assumptions (gaussianity, linearity, etc.), thanks to the use of mutual information.
- Base-rate correction for inferences about out-of-population data, by means of Bayes's theorem.
- Automated Markov-chain Monte Carlo computation. Users unfamiliar with Monte Carlo methods don't have to worry, because the computations are handled automatically.
The package at bottom does Bayesian nonparametric inference (also called "density inference" or "inference under exchangeability"), which makes all features above possible.
The introductory vignette explains, with a guided example, most of the features above, as well as the main ideas and functions. It can be particularly useful for researchers who are more familiar with traditional "frequentist" statistics but would like to try the Bayesian approach. See the post by Barbara W. Sarnecka, frequentist statistician turned Bayesian, for a brilliant overview of the Bayesian advantages. The vignette about mutual information explains the use of this powerful measure of association.
The package is under continuous development, but the core functionalities work and have been tested in concrete research questions; see example applications below.
The package internally does the computations necessary for Bayesian inference by means of Monte Carlo methods thanks to the R package Nimble. As already mentioned, this computation is automated. Users familiar with Monte Carlo methods can still access computational details and can even change some of the computation hyperparameters.
You need to have installed the package Nimble, at least version 1.4.2. Please follow its installation instructions for your operating system.
Newer versions of Prova can be installed with
remotes::install_github('pglpm/prova')
The vignette Bayesian nonparametric inference with Prova is a step-by-step introduction to Prova and also to Bayesian nonparametrics. It guides you through a concrete example with various kinds of inferences. You may also try to follow it using a dataset of your own.
Other tutorials are available at pglpm.github.io/prova, or can be accessed in an R session with browseVignettes('prova').
A summary of the theoretical foundations, including further references, is available in this draft. The main idea for the internal mathematical representation comes from Dunson & Bhattacharya and Ishwaran & Zarepour.
For a low-level course on Bayesian nonparametric inference and Decision Theory see Data Science and AI Prototyping.
- InfernoCalibNet: uncertainty-aware predictions for medical AI using CNN and Bayesian nonparametrics framework
- parkinsonbayes: Examples of Bayesian nonparametric inference for studies of Parkinson's Disease
- Inferno-App: PySide6 application that integrates Python and R functionality using the Inferno (old version of Prova) R package.
Please report bugs and request features or specific documentation on GitHub Issues. If you have other questions about application, theory, technical implementation, feel free to contact Luca pglXYZ@portamanaXYZ.org (remove 'XYZ' for anti-spam purposes).
No large language models were used in the production of this software and of its documents.