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python101

TODO:

  • Organise into folders, something like imgs, markdown and scripts?
  • Fix all broken links in .md-files.
  • Add Resources section to all .md-files.
  • Establish consistent heading formatting in all .md-files.
  • Rename black.py.

mcmc-pymc-101

Todo-list

The following todo-list is meant to give an overview over the most important tasks going forward. Leave a comment if you want to be assigned to a particular task or if you feel others should be added, and I will update the issue accordingly.

Date for presentation: 17.02.2020

Presentation

  • Decide on format for slides. I suggest using LaTeX as it is easy to keep under source control.
  • Delegate responsibilities for parts 1 and 2 of presentation.
    • Part 1a: Theory (Markov chains, Monte Carlo methods and Markov Chain Monte Carlo) [@smu095 @solveigm].

    • Part 1b: A couple of extra slides on priors. With example (linear regression?) [@solveigm]

    • Part 1b: "But how do I calculate the likelihood?" Probability density function. (By Wednesday: [@smu095 @solveigm])

    • Part 2: Practice (PyMC3 workshop). Explain API and usage as a part of the example [Undetermined].

  • Add slide motivating use of Bayes in business

Presentation order

  • @smu095 : 1-5, 12-24, 27 --> + example 2 (Golf)
  • @solveigm : 6-11, 25-26 + example 1 (AR(1))

Practical examples

  • By Wednesday, agree on:
    • Find a relevant use case where uncertainty/transparency is important? I.e. where black box methods are not suitable/preferable [@solveigm].
    • Maybe try to find a neat example where we minimise an expected loss function? [@smu095]

Setup

  • Write brief setup description and add to README.md.
  • Enable master branch protection.
  • Install necessary packages and pip freeze > requirements.txt for reproducibility.
  • Add .pdf to .gitignore [@smu095]

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