Introduction to Probabilistic Programming

Here is a talk I gave at the PyData meetup in Montreal: Introduction to Probabilistic Programming with PyMC3

Topics covered:
1 - Introduction to concepts of Bayesian modelling/probabilistic programming
2 - Introduction to PyMC3
3 - How to write your own custom likelihood function
4 - How to use GaussianRandomWalk to model time-changing latent variables

Companion code can be found at: https://github.com/SimonOuellette35/PyData-talk—Intro-to-PyMC3

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