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Bayesian Data Science: Probabilistic Programming


This tutorial will introduce you to the wonderful world of Bayesian data science through the lens of probabilistic programming. In the first hour of the tutorial, we will begin reintroduce the key concept of probability distributions via hacker statistics, hands-on simulation and telling stories of the data-generation processes. We will also cover the basics joint and conditional probability, and Bayes' rule and Bayesian inference. In the latter 2/3 of the tutorial, we will use a series of models to build your familiarity with PyMC3, showcasing how to perform the foundational inference tasks of group comparison and arbitrary curve regression. By the end of this tutorial, you will be equipped with a solid grounding in Bayesian inference, able to write arbitrary models, and have experienced basic model checking workflow.


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