Can you program? In that case I highly recommend using PyMC or Stan for this kind of work. There’s a pretty rich literature and culture of how to iteratively improve these types of models, and some tool support around these specific toolkits.
I have good programming skills compared to a typical mechanical engineer but poor compared to a typical programmer.
Is there any introductory text on the theory which you would recommend (forgetting about the programming for the moment)? I wouldn’t want to try to use a programming language where I didn’t understand the theory behind what I was asking the program to do.
The technologies I’m suggesting are just implementations of Bayes, which is what you’re trying to do. There’s some theory as to *how* they do inference (special versions of MCMC basically), but this is an “implementation detail” to a degree. Here’s some references to get you started, though they’re mostly Stan-centered http://mc-stan.org/users/documentation/external.html . If you want a better overall picture of the theory I really like this https://ben-lambert.com/a-students-guide-to-bayesian-statistics/ book, takes you from basics all the way to Stan usage
Can you program? In that case I highly recommend using PyMC or Stan for this kind of work. There’s a pretty rich literature and culture of how to iteratively improve these types of models, and some tool support around these specific toolkits.
I can (a bit).
I have good programming skills compared to a typical mechanical engineer but poor compared to a typical programmer.
Is there any introductory text on the theory which you would recommend (forgetting about the programming for the moment)? I wouldn’t want to try to use a programming language where I didn’t understand the theory behind what I was asking the program to do.
The technologies I’m suggesting are just implementations of Bayes, which is what you’re trying to do. There’s some theory as to *how* they do inference (special versions of MCMC basically), but this is an “implementation detail” to a degree. Here’s some references to get you started, though they’re mostly Stan-centered http://mc-stan.org/users/documentation/external.html . If you want a better overall picture of the theory I really like this https://ben-lambert.com/a-students-guide-to-bayesian-statistics/ book, takes you from basics all the way to Stan usage