Why Probabilistic Programming is the next big thing in Data Science

TLDR: This is an opinionated post, but based on recent trends. What is Probabilistic Programming? I recently wrote a course teaching this. Probabilistic Programming is a newish paradigm used in Quantitative Finance, Biology, Insurance and Sports Analytics – it allows you to build generative models to infer latent parameters and the uncertainty of those parameters. It’s been… Continue reading Why Probabilistic Programming is the next big thing in Data Science

Bayesian Stats related links

Just a short blog post today. I wanted to write up some useful PyMC3 links I’ve found. https://eigenfoo.xyz/bayesian-modelling-cookbook/ — Great work by George Ho, who’s been contributing to PyMC3 recently. It’s a collection of tips I wished I had when I started out. https://discourse.pymc.io/ — This may be known to a lot of people –… Continue reading Bayesian Stats related links