Open Source Bayesian Inference in Python with PyMC3

Abstract

In the last ten years, there have been a number of advancements in the study of Hamiltonian Monte Carlo algorithms that have enabled effective Bayesian statistical computation for much more complicated models than were previously feasible. These algorithmic advancements have been accompanied by a number of open source probabilistic programming packages that make them accessible to programmers and statisticians. PyMC3 is one such package written in Python and supported by NumFOCUS. This talk will give an introduction to probabilistic programming with PyMC3. No preexisting knowledge of Bayesian statistics is necessary; a working knowledge of Python will be helpful.

Session Info

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Austin Rochford

Chief Data Scientist, Kibo Commerce