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introduction_bayesian_analysis's Introduction

Bayesian Data Analysis: an Introductory Workshop

Workshop on introductory concepts in bayesian data analysis

Notebooks

The workshop comes in two slightly different versions:

University Workshop

Version presented at the IGGI Conference 2020

* Introduction  

* Bayesian Gears  
    - From counts to probability  
    - Bayesian updating  
    - Likelihood, Parameters, Prior and Posterior  
    
* Bayesian Machinery  
    - Parameters Estimation  
    - Grid Search, Quadratic Approximation, MCMC  

* Bayesian Models  
    - PyMC3 Model Building  
    - Linear Regression  
    - Logistic Regression  
    - Graphical Models  

Applied Workshop

Application-oriented version, more suitable for being delivered in industry settings

* Introduction

* Bayesian Approach to Inference
  - Counts
  - Updating Counts
  - From Counts to Probability
  - Likelihood, Parameters, Prior and Posterior
  - Parameters Estimation
  - Bayesian Models

* PyMC3
  - Model Building
  - Model Inspecting
  - Model Fitting
  - Model Evaluating and Comparing
  - Model Predicting

* Applications
  - PyMC3 vs scikit-learn
  - Web Traffic Estimation
  - Advertising Effect on Revenue
  - Game Difficulty Estimation
  - Model Comparison

Links

Requirements

  1. Download your local version of the workshop repository
  2. Install Anaconda
  3. If you run a Windows machine and do not have administrator rights:
  • Open Anaconda Navigator
  • Create a new environment with python=3.6 and call it workshop_env
  • Open the Anaconda Powershell Prompt associated to the new environment
  • Navigate to the workshop directory
  1. If you run a Windows machine and do have administrator rights:
  • Open the Anaconda Powershell Prompt in the workshop directory
  • Then from the Prompt:
# create anaconda environment
conda create -n workshop_env python=3.6

# activate the environment
conda activate workshop_env
  1. At this point install all the requirements with:
# install the requirements
conda install -c conda-forge --file requirements.txt

# open jupyter 
jupyter notebook
  1. Navigate to and open the .ipynb file of interest
  2. Read the Usage section in the RISE documentation for navigating the notebook slides.

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