The Hamiltonian Monte Carlo Revolution Is Open Source - Probabilistic Programming with PyMC3

The Hamiltonian Monte Carlo Revolution Is Open Source - Probabilistic Programming with PyMC3

Explore the Hamiltonian Monte Carlo revolution and its impact on Bayesian statistical computation in this 43-minute conference talk. Dive into the world of probabilistic programming with PyMC3, an open-source Python package supported by NumFOCUS. Learn how recent advancements have enabled effective computation for complex models, making them accessible to programmers and statisticians. Discover practical applications through examples in invasion statistics and basketball analytics. Gain insights into the Monte Carlo problem, Bayesian inference, and the implementation of Hamiltonian Monte Carlo in PyMC3. No prior knowledge of Bayesian statistics is required, though basic Python skills will be beneficial.