We're sorry but this page doesn't work properly without JavaScript enabled. Please enable it to continue.
Feedback

Probabilistic Programming in Python

00:00

Formal Metadata

Title
Probabilistic Programming in Python
Title of Series
Part Number
51
Number of Parts
119
Author
License
CC Attribution 3.0 Unported:
You are free to use, adapt and copy, distribute and transmit the work or content in adapted or unchanged form for any legal purpose as long as the work is attributed to the author in the manner specified by the author or licensor.
Identifiers
Publisher
Release Date
Language
Production PlaceBerlin

Content Metadata

Subject Area
Genre
Abstract
Thomas Wiecki - Probabilistic Programming in Python Probabilistic Programming allows flexible specification of statistical models to gain insight from data. Estimation of best fitting parameter values, as well as uncertainty in these estimations, can be automated by sampling algorithms like Markov chain Monte Carlo (MCMC). The high interpretability and flexibility of this approach has lead to a huge paradigm shift in scientific fields ranging from Cognitive Science to Data Science and Quantitative Finance. PyMC3 is a new Python module that features next generation sampling algorithms and an intuitive model specification syntax. The whole code base is written in pure Python and Just-in-time compiled via Theano for speed. In this talk I will provide an intuitive introduction to Bayesian statistics and how probabilistic models can be specified and estimated using PyMC3.
Keywords
Computer programmingMathematical modelComputing platformAlgorithmWorld Wide Web ConsortiumWeb browserDecision theoryComputer programmingBookmark (World Wide Web)Mathematical modelBayes-EntscheidungstheorieMultiplication signWave packetWeb browserStrategy gameComputing platformDecision theoryRight angleInsertion lossProbability theoryAlgorithmStatisticsIntegrated development environmentComputer animationLecture/Conference
BitStatisticsWell-formed formulaProbability theoryLevel (video gaming)Lecture/Conference
Source codeVirtual machinePredictionComputer programmingInferenceCuboidOpen setMathematical modelSoftware testingSingle-precision floating-point formatWebsiteGroup actionRevision controlMeasurementBit rateData conversionMathematical modelInferenceContrast (vision)Mathematical modelPredictabilityCuboidBit rateTerm (mathematics)Nichtlineares GleichungssystemWebsiteComputer programmingVirtual machineData conversionSpeech synthesisMeasurementInference engineWave packetRight angleBlack boxType theoryGroup actionVariety (linguistics)CASE <Informatik>Machine learningQuicksortAlgorithmSoftware testingComputer animation
Software testingWebsiteGroup actionRevision controlData conversionBit rateMeasurementLetterpress printingBootingSample (statistics)ArmArithmetic meanMaxima and minimaEstimationAlgorithmFiber bundleResultantMaximum likelihoodBinary codeDisk read-and-write head1 (number)Proof theoryEvent horizonType theoryRight angleProcess (computing)Point (geometry)Mathematical modelCausalityParameter (computer programming)StatisticsMathematicianRevision controlReal numberMathematicsLecture/ConferenceComputer animation
Letterpress printingBeat (acoustics)Random numberSample (statistics)InfinityCASE <Informatik>Arithmetic meanDegree (graph theory)EstimatorBasis <Mathematik>Right anglePattern languageSequenceEvent horizonNumberSeries (mathematics)AlgorithmConfidence intervalLecture/ConferenceComputer animation
Software testingUniform resource nameStatisticsLetterpress printingVariable (mathematics)StatisticsStatistical hypothesis testingBranch (computer science)Different (Kate Ryan album)Procedural programmingBinary codeMultiplication signSoftware testingCASE <Informatik>State of matterAreaRight anglePoint (geometry)MereologyEvent horizonCentralizer and normalizerProcess (computing)DatabaseLecture/ConferenceComputer animation
DatabaseStatisticsStatistical hypothesis testingCore dumpSet (mathematics)Well-formed formulaGoodness of fitBayesian networkLecture/Conference
StatisticsVariable (mathematics)Well-formed formulaCore dumpThomas BayesPosterior probabilityMetropolitan area networkHypothesisRight anglePoint (geometry)Distribution (mathematics)BitWell-formed formulaCondition numberLaptopMeasurementMedical imagingVideo gameBeat (acoustics)AlgorithmMathematical modelSingle-precision floating-point formatPosterior probabilityClosed setEstimatorComputer programmingGroup actionCASE <Informatik>Confidence intervalState of matterMathematical modelSystem programmingParameter (computer programming)WebsiteLine (geometry)Probability distributionRandom variableDecision theoryClique-widthDisk read-and-write headGUI widgetPlotterThetafunktionComputer animationDiagram
CuboidPersonal digital assistantThomas BayesComputer programmingSample (statistics)Markov chainMathematical modelAlgorithmBitPosterior probabilityINTEGRALLogic programmingInfinityMultiplication signMathematical modelChainComputer programmingCASE <Informatik>Sampling (statistics)Phase transitionConstraint (mathematics)Centralizer and normalizerQuicksortMarkov chain Monte CarloSocial classWell-formed formulaAlgorithmComputer animation
Posterior probabilityMathematical modelAlgorithmAlpha (investment)Computer programmingSoftware frameworkDistribution (mathematics)Mathematical modelRight anglePosterior probabilityClosed setMarkov chain Monte CarloForm (programming)CASE <Informatik>Point (geometry)Multiplication signSocial classMathematical modelKeyboard shortcutGraph (mathematics)GradientSampling (statistics)Software frameworkAlgorithmDistribution (mathematics)Complex (psychology)CuboidComputer programmingInformationHistogramCodeSoftware bugCompilation albumRewritingConstructor (object-oriented programming)Stress (mechanics)Lecture/ConferenceComputer animation
CodeCompilerComputer programmingStandard deviationArithmetic progressionFormal languageAuthorizationSoftware frameworkMereologyMathematical modelMultiplication signLecture/Conference
Mathematical modelAlgorithmDistribution (mathematics)Alpha (investment)Computer programmingSoftware frameworkBit error rateBernoulli numberInferenceCausalityInversion (music)Thomas BayesStatisticsSpecial unitary groupMathematical modelUltraviolet photoelectron spectroscopyPerturbation theoryMereologyThetafunktionLandau theoryAlgebraSynchronizationAmsterdam Ordnance DatumUniform resource nameBeta functionComputer multitaskingInflection pointSicPersonal area networkManufacturing execution systemState of matterQuantum stateSummierbarkeitDensity of statesModal logicPoint (geometry)Inheritance (object-oriented programming)Mathematical singularityRadio-frequency identificationFermat's Last TheoremCellular automatonComputer-assisted translationSoftware testingHypothesisLetterpress printingHierarchyLocal GroupComputer programmingMultiplication signMathematical modelBitMereologyDependent and independent variablesAlpha (investment)Term (mathematics)Goodness of fitAlgorithmRandom variablePosterior probabilityRight angleDistribution (mathematics)Mathematical modelPoint (geometry)Fitness functionElectric generatorConfidence interval1 (number)Level (video gaming)2 (number)Structured programmingNumberFunctional programmingStatistical hypothesis testingBeta functionData structureCodeProbability distributionMathematical analysisSampling (statistics)Maxima and minimaShape (magazine)Bit ratePlotterCausalityStatisticsData conversionWell-formed formulaSimilarity (geometry)CASE <Informatik>Object-oriented programmingData dictionaryArithmetic meanProgram slicingContext awarenessMarkov chain Monte CarloAverageHistogramInfinityCombinational logicLink (knot theory)EstimatorGroup actionLibrary (computing)Beta distributionThetafunktionLine (geometry)Parameter (computer programming)RandomizationLipschitz-StetigkeitComputer animation
Parameter (computer programming)Right angleMathematical modelCategory of beingSimilarity (geometry)Integrated development environmentAlgorithmDifferent (Kate Ryan album)Figurate numberExterior algebraComputer animationLecture/Conference
Parameter (computer programming)Mathematical modelHierarchyPersonal area networkLetterpress printingCAN busSupremumBeta functionQuadrilateralHexagonShape (magazine)RobotArithmetic meanAlpha (investment)Point (geometry)ThetafunktionCausalityVariable (mathematics)Landau theoryScale (map)Vector spaceMenu (computing)Trigonometric functionsInferenceUniform resource nameSpecial unitary groupGamma functionSynchronizationMobile appMathematical modelGroup actionEstimatorTerm (mathematics)MassInformationSpecial unitary groupType theorySoftware testingProcess (computing)Mathematical modelObject-oriented programmingSubject indexingArithmetic meanGradientBinary codeRight angleSampling (statistics)Distribution (mathematics)Scaling (geometry)Variable (mathematics)Multiplication signRandom variableStructured programmingHierarchyAlpha (investment)Parameter (computer programming)Array data structureLatent heatTransformation (genetics)VarianceBeta functionRow (database)Beta distributionCategory of beingTask (computing)GammaverteilungShape (magazine)ExpressionVector spaceGraph (mathematics)Well-formed formulaFormal languageAxiom of choicePlotterComplex (psychology)Bit rateAlgorithmState of matterPoint (geometry)Loop (music)Thetafunktion2 (number)Auditory maskingHookingMathematicsProbability distributionComputer animation
Open setComa BerenicesPlot (narrative)InferenceAlgorithmMathematical modelEstimationComplex (psychology)Computer programmingComputer programmingConfidence intervalParameter (computer programming)Group actionBlack boxArithmetic meanScaling (geometry)AverageSign (mathematics)EstimatorGoodness of fitMathematical modelInferenceCondition numberRight angleComputer animation
Sampling (statistics)Element (mathematics)Black boxCuboidReading (process)AlgorithmInferenceTerm (mathematics)Fiber bundleBlogLecture/Conference
Reading (process)Bayesian networkAlpha (investment)LaptopAlgorithmTwitterProgrammer (hardware)Hacker (term)Data analysisStatisticsComputer programmingVariable (mathematics)Chemical equationBound stateComputer animation
Addressing modeMultiplication signProjective planeSampling (statistics)CodeSocial classWebsiteParalleler AlgorithmusCodierung <Programmierung>StatisticsTemplate (C++)Heat transferAlpha (investment)Pairwise comparisonParameter (computer programming)Disk read-and-write headAreaExtension (kinesiology)Functional programmingFitness functionLikelihood-ratio testInstance (computer science)SubsetVariable (mathematics)Parallel computingStreaming mediaMathematical modelComplete graphVirtual machineLikelihood functionVector potentialInheritance (object-oriented programming)EmailGraph (mathematics)NeuroinformatikUltraviolet photoelectron spectroscopyElectronic mailing listCache (computing)Drum memoryLecture/Conference
Transcript: English(auto-generated)