while my_mcmc:
  gently(samples)
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Blog


An Intuitive Guide to Self-Attention in GPT: The Venetian Masquerade

When I was younger, one of my favorite board games was “Inkognito,” a fascinating game of mystery and deduction. In “Inkognito,” players navigate a Venetian masquerade…
Jan 4, 2024
Thomas Wiecki

Introducing PyMC Labs: Saving the World with Bayesian Modeling

After I left Quantopian in 2020, something interesting happened: various companies contacted me inquiring about consulting to help them with their PyMC3 models.
Feb 23, 2021
Thomas Wiecki

Computational Psychiatry: Combining multiple levels of analysis to understand brain disorders - PhD thesis

I noticed that as my personal website at my former university went down that my PhD thesis could not be found anywhere, so I’m posting it here.
Mar 15, 2019
Thomas Wiecki

Foreword to: Bayesian Analysis with Python, 2nd Edition

When Osvaldo asked me to write the foreword to his new book I felt honored, excited, and a bit scared, so naturally I accepted. What follows is my best attempt to convey what makes…
Jan 21, 2019
Thomas Wiecki

Using Bayesian Decision Making to Optimize Supply Chains

One big problem I often observe with data science is that it often falls short of…
Jan 14, 2019
Thomas Wiecki & Ravin Kumar

Hierarchical Bayesian Neural Networks with Informative Priors

Imagine you have a machine learning (ML) problem but only small data (gasp, yes, this does exist). This often happens when your data set is nested – you might have many data points, but only few per category. For example, in ad-tech you may want…
Aug 13, 2018
Thomas Wiecki

An intuitive, visual guide to copulas

People seemed to enjoy my intuitive and visual explanation of Markov chain Monte Carlo so I thought it would be fun to do another one, this time focused on copulas.
May 3, 2018
Thomas Wiecki

What’s new in PyMC3 3.1

People seemed to enjoy my intuitive and visual explanation of Markov chain Monte Carlo so I thought it would be fun to do another one, this time focused on copulas.
Jul 5, 2017
Thomas Wiecki

Random-Walk Bayesian Deep Networks: Dealing with Non-Stationary Data

Download the NB
Mar 14, 2017
Thomas Wiecki

Why hierarchical models are awesome, tricky, and Bayesian

Hierarchical models are underappreciated. Hierarchies exist in many…
Feb 8, 2017
Thomas Wiecki

Bayesian Deep Learning Part II: Bridging PyMC and Lasagne to build a Hierarchical Neural Network

Recently, I blogged about Bayesian Deep Learning with PyMC3 where I built a simple…
Jul 5, 2016
Thomas Wiecki

Bayesian Deep Learning

Original blog post: https://twiecki.github.io/blog/2016/06/01/bayesian-deep-learning/
Jun 1, 2016
Thomas Wiecki & Maxim Kochurov

MCMC sampling for dummies

When I give talks about probabilistic programming and Bayesian statistics, I…
Nov 10, 2015
Thomas Wiecki

A modern guide to getting started with Data Science and Python

Python has an extremely rich and healthy ecosystem of data science…
Nov 18, 2014
Thomas Wiecki

The Best Of Both Worlds: Hierarchical Linear Regression in PyMC

The power of Bayesian modelling really clicked for me when I was first introduced to hierarchical modelling. In this blog post we will highlight the advantage of using…
Mar 17, 2014
Thomas Wiecki & Danne Elbers

Easily distributing a parallel IPython Notebook on a cluster

Have you ever asked yourself: “Do…
Feb 24, 2014
Thomas Wiecki

Animating MCMC with PyMC and Matplotlib

Here’s the deal: I used PyMC, matplotlib, and Jake Vanderplas’ JSAnimation to create javascript animations of three MCMC sampling algorithms – Metropolis-Hastings, sl…
Jan 2, 2014
Thomas Wiecki

Hammer time: Nailing the emcee ensemble sampler onto PyMC

tl;dr: I hacked the emcee–The MCMC-Hammer ensemble sampler to work on PyMC models.
Sep 23, 2013
Thomas Wiecki

This world is far from Normal(ly distributed): Bayesian Robust Regression in PyMC

This tutorial first appeard as a post in small series on Bayesian GLMs on my blog:
Aug 27, 2013
Thomas Wiecki

The Inference Button: Bayesian GLMs made easy with PyMC

This tutorial appeared as a post in a small series on Bayesian GLMs on my blog:
Aug 12, 2013
Thomas Wiecki
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2024, Thomas Wiecki
  • while my_mcmc:
      gently(samples)