While My MCMC Gently Samples

Bayesian modeling, Data Science, and Python

Hierarchical Bayesian Neural Networks with Informative Priors

(c) 2018 by Thomas Wiecki

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 predict …

What's new in PyMC3 3.1

We recently released PyMC3 3.1 after the first stable 3.0 release in January 2017. You can update either via pip install pymc3 or via conda install -c conda-forge pymc3.

A lot is happening in PyMC3-land. One thing I am particularily proud of is the developer community we have …

MCMC sampling for dummies

When I give talks about probabilistic programming and Bayesian statistics, I usually gloss over the details of how inference is actually performed, treating it as a black box essentially. The beauty of probabilistic programming is that you actually don't have to understand how the inference works in order to build …