twiecki

5 ms·

1.
by twiecki 1y ago
There is a collection of curated resources here: https://www.pymc.io/projects/docs/en/stable/learn.html
2.
AI MMM Agent: Bayesian Marketing Mix Insights(pymc-labs.com)
2 points by twiecki 2y ago|1 comments
3.
Bayes is slow? Speeding up HelloFresh's Bayesian AB tests by 60x(pymc-labs.io)
2 points by twiecki 5y ago|0 comments
4.
Saving the World with Bayesian Modeling(pymc-labs.io)
31 points by twiecki 6y ago|4 comments
5.
by twiecki 7y ago
If you are looking for an explanation of MCMC that focuses on intuitive understanding to complement more mathematical introductions, I wrote a blog post trying to explain things in simple terms here: https://twiecki.io/blog&
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Hierarchical Bayesian Neural Networks with Informative Priors(twiecki.github.io)
2 points by twiecki 8y ago|0 comments
7.
An intuitive, visual guide to copulas(twiecki.github.io)
2 points by twiecki 8y ago|0 comments
8.
by twiecki 9y ago
No, back-propagation would not give full Bayesian inference (although there are some tricks [0]). They instead use variational inference[1], which allows for fast inference of continuous PGMs. [0] http://mlg.eng.cam.ac.uk/ya
9.
by twiecki 10y ago
Brian Moriarty gave a great talk in 2015 about his story of Loom with many interesting behind-the-scenes infos: https://www.youtube.com/watch?v=z1aVDael-KM Towards the end he also says he'd be excited to do a Loom sequ
10.
PyMC3 – Probabilistic Programming and Bayesian Machine Learning in Python(pymc-devs.github.io)
5 points by twiecki 10y ago|0 comments
11.
by twiecki 10y ago
There are packages that are just Python libraries, like PyMC3: http://pymc-devs.github.io/pymc3/ It allows you to specify a Probabilistic Program with a few lines of Python code (x ~ Normal(0, 1) becomes x = pymc3.Norm
12.
by twiecki 10y ago
I don't think it has to be either or. For example, you can implement a Deep Net in a probabilistic programming framework ( http://twiecki.github.io/blog/2016/07/05/bayesian-deep-learn... ) like PyMC3.
13.
by twiecki 10y ago
PyMC3 ( http://pymc-devs.github.io/pymc3/ ) has all the powerful samplers that Stan has (i.e. NUTS) as well as support for discrete priors. It allows you to specify your models in pure Python, supports matrix algebra, an
14.
by twiecki 10y ago
Thanks for your comment! I did split the data in two, but it's easy to miss. X_test and X_train are the two sets. ann_input.set_value(X_test) then switches in the test values. That's identical to running make_moons() again.
15.
Bayesian Deep Learning(twiecki.github.io)
7 points by twiecki 10y ago|3 comments
16.
by twiecki 11y ago
If you're interested: http://pymc-devs.github.io/pymc3/ PyMC3 uses Theano to create a compute graph of the model which then gets compiled to C. Moreover, it gives us the gradient for free so that HMC and NUTS can
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Show HN: Pyfolio – a Python library for financial performance and risk analysis(blog.quantopian.com)
2 points by twiecki 11y ago|0 comments
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PyMC3 beta released. A new probabilistic programming framework for Python(jsalvatier.wordpress.com)
4 points by twiecki 11y ago|1 comments
19.
by twiecki 11y ago
Anyone else notice that the code wasn't PEP8 compatible? ;) I went ahead and fixed it: https://gist.github.com/twiecki/7361de09b8e4c0a6248e
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The Problem with Data Science(blog.quantopian.com)
4 points by twiecki 11y ago|0 comments
21.
Probabilistic Programming in Quant Finance using PyMC3(twiecki.github.io)
1 points by twiecki 12y ago|0 comments
22.
by twiecki 12y ago
The book is based on PyMC2, a Python module for Bayesian inference: http://pymc-devs.github.io/pymc/ PyMC3 is nearing the first beta release and is a complete rewrite that's using Theano to add just-in-time-compil
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A modern guide to getting started with Data Science and Python(twiecki.github.io)
1 points by twiecki 12y ago|0 comments
24.
Calling all quants: crowd-sourced hedge fund(pando.com)
12 points by twiecki 12y ago|0 comments
25.
Probabilistic Programming in Python(twiecki.github.io)
2 points by twiecki 12y ago|0 comments
26.
Quantopian enters open beta, reports $100M in customer trading volume(pando.com)
9 points by twiecki 12y ago|0 comments
27.
by twiecki 12y ago
There is also the blue card ( http://www.bluecard-eu.de/ ) which is pretty easy and quick to get if you have a university degree and a job-offer.
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The Best Of Both Worlds: Hierarchical Linear Regression in PyMC3(twiecki.github.io)
4 points by twiecki 13y ago|0 comments
29.
Real money, invested with algorithms(blog.quantopian.com)
165 points by twiecki 13y ago|136 comments
30.
Easily distributing a parallel IPython Notebook on a cluster(twiecki.github.io)
1 points by twiecki 13y ago|0 comments

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