What is interesting about probabilistic programming
15
The Monte Carlo Problem
16
Using PyMC3
17
The Game Show
18
Adding Data
19
Question
20
New Bugs
21
Documentation
22
Case Study
23
Last 2 Minute Report
24
The Model
25
The Season Factor
26
Metropolis Hastings
27
Bayesian Inference
28
The Curse of Dimensionality
29
Hamiltonian Monte Carlo
30
How PyMC3 implements Hamiltonian Monte Carlo
31
No Uturn Sampler
32
Good Mixing
33
Foul Call Rate
34
Books
35
Stan
36
Thank you
37
Resources
Description:
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.
The Hamiltonian Monte Carlo Revolution Is Open Source - Probabilistic Programming with PyMC3