
Data Science. Probability Distributions - luminousmen
https://luminousmen.com/post/data-science-probability-distributions
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nabla9
> If the available data do not correspond to any known theoretical
> distribution (which usually happens in practice, but this does not concern
> anyone), then it is not recommended to use the selected template
> (probabilistic-statistical model).

That's where the probabilistic programming comes in.

You can write any probabilistic model you like with only some generic
constraints, like differentiability etc. and use inference algorithms to
compute the conditional distribution of parameters.

