How to build a bayesian model in 30 minutes?

You have a problem that you think might need some Bayesian modelling A common question I’m asked is how do you start? In this tutorial I take you from a fresh data set, the data set is an educational dataset. I don’t know anything about the data, and I have no specific domain knowledge. I… Continue reading How to build a bayesian model in 30 minutes?

What is BFMI (Bayesian Fraction of Missing Information)?

I recently gave a talk to the excellent research team at Signal Media. And got asked the question I didn’t want to be asked. It was what is the BFMI in PyMC3? The way I largely think of it is, in a practical level – which is – if the BFMI metric is below the… Continue reading What is BFMI (Bayesian Fraction of Missing Information)?

Marketing data with PyMC3

My friend Erik put up an example of conversion analysis with PyMC2 recently. I decided to reproduce this with PyMC3. We want a good model with uncertainty estimates of various marketing channels. I’ll restate his assumptions for the model and then show the gist. Let’s make some assumptions about the model: The cost per transaction… Continue reading Marketing data with PyMC3

Talk: Can Probabilistic Programming be applied to Rugby?

Yesterday evening I gave a talk at the Data Science Meetup in Luxembourg. This is part of my preparation for the talk at PyData the Python conference for Data Enthusiasts in Berlin. A few remarks – my slides from last night are here in IPython notebook format. I used for the presentation the excellent RISE… Continue reading Talk: Can Probabilistic Programming be applied to Rugby?