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

Probabilistic Programming Primer

Data Science and interpretability I’ve been involved in industrial applications of machine learning, analytics and what is generally referred to as ‘data science’ for about 5 years now. My experience in academia also probably extends that number. We’ve seen remarkable advances in that time, and a greater appreciation of the value of data in industry… Continue reading Probabilistic Programming Primer

Expectations management in Data Science projects

I’m going to write a bit about expectations management in Data Science projects. Now this is something that the academic side of my personality finds a bit ‘business-speak’. However it matters in commercial environments (and probably in non-commercial environments like not-for-profits too). It’s worth sharing a Dilbert comic. Just because it’s always relevant when discussing ‘business-speak’.… Continue reading Expectations management in Data Science projects

What does it mean to be a Senior Data Scientist?

On being a Senior Data Scientist This post is partly for myself and based on various peoples conversations – it is also inspired by https://www.kitchensoap.com/2012/10/25/on-being-a-senior-engineer/ I’m trying to answer questions like ‘what do we expect from a Senior Data Scientist’. My job title is ‘Senior Data Scientist’ and I often joke I’ve no idea what… Continue reading What does it mean to be a Senior Data Scientist?

Adding the Bootstrap to Lifelines regression

I’ve been recently looking at Survival Analysis at work. It’s an incredibly powerful technique however one challenge I had was getting confidence intervals (or something similar to confidence intervals) to work with Aalen Additive. So largely to allow myself to remember this in future I share the code here 🙂 It should work also with… Continue reading Adding the Bootstrap to Lifelines regression