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.
Abstract of my Talk: Probabilistic Programming and Bayesian Methods are called by some a new paradigm. There are numerous interesting applications such as to Quantitative Finance.
I’ll discuss what probabilistic programming is, why should you care and how to use PyMC from Python to implement these methods. I’ll be applying these methods to studying the problem of ‘rugby sports analytics’ particularly how to model the winning team in the recent Six Nations in Rugby. I will discuss the framework and how I was able to quickly and easily produce an innovative and powerful model as a non-expert.
The talk also serves as a useful example of Probabilistic Programming, why it is useful and how to use PyMC to model an event rather than say a domain specific language like STAN.