A Tour of Model Checking techniques by Rob Zinkov

Talk Abstract

Have you ever written a model in PyMC3 and aren’t sure if it’s any good? In this talk I will show you the many ways you can evaluate how will your model fits your data using PyMC3. Not all these techniques may be applicable for your particular problem but you will definitely walk away with a few new tricks for being confident in the models you fit

Talk

Rob Zinkov

Rob Zinkov is a PhD student at University of Oxford. My research covers how to more efficiently specify and train deep generative models as well as how to more effectively discover a good statistical model for your data. Previously I was a research scientist at Indiana University where I was the lead developer of the Hakaru probabilistic programming language.


This is a PyMCon 2020 talk

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I’ve uploaded all my slides and code in the following repo.

I look forward to answering any questions people have and maybe tweaking things to improve clarity!

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