[PyMCon Web Series] Automatic Probability with PyMC - Q&A

🎙️ Speaker: Ricardo Vieira

Many people have heard of (or at least used) automatic differentiation, a set of routines that allow programs to compute partial derivatives from numerical functions. This innovation allowed a large class of users to benefit from gradient-based algorithms without having to understand or manually implement their own gradient functions.

PyMC grabbed this idea and applied it to a completely novel context: automatic probability. With it, we can automatically derive and evaluate probability expressions from user-specified random functions. Similar to automatic differentiation, this allows users to create rich generative models and exploit probability-based algorithms (e.g., NUTS) without having to manually implement their own probability functions.

In this talk, we present this new foundation of PyMC and how it can (and is already) used to construct specialized classes of models, from arbitrary variable transformations to mixture distributions, censoring processes, and highly structured timeseries.

The goal is to understand what makes PyMC a true probabilistic programming language and how you can exploit it!

👉 Discourse Post for more details and discussion: https://discourse.pymc.io/t/12274
👉 Notebook and Async Talk: (9th June)

📜 Outline of Talk / Agenda:

• 5 min: Intro to PyMCon Web Series and Speakers
• min: Q&A

💼 About the Speaker:

• Ricardo Vieira
  Ricardo Vieira is a PyMC developer and data scientist at PyMC Labs. He spent several years teaching himself Statistics and Computer Science at the expense of his official degrees in Psychology and Neuroscience.

🔗 Connect with Ricardo:
👉 Website: https://ricardov94.github.io/posts/
👉 GitHub: https://github.com/ricardoV94

🤝 Sponsor
We thank our sponsors for supporting PyMC and the PyMCon Web Series. If you would like to sponsor us, contact us for more information.

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The upcoming events include ODSC Europe (June 14-15, in-person (London) and virtual), Generative AI Summit (July 20, virtual), ODSC APAC (Aug 22-23, virtual), ODSC West (Oct 31-Nov 3, in-person (San Francisco) and virtual).

📖 Code of Conduct:
Please note that participants are expected to abide by PyMC's Code of Conduct.

🌐 Connecting with PyMC
📺 PyMCon Web Series: https://pymcon.com/
👥 LinkedIn: https://www.linkedin.com/company/pymc/
🐦 Twitter: https://twitter.com/pymc_devs
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💬 Discourse, Q&A/Discussion: https://discourse.pymc.io
🐙 GitHub: https://github.com/pymc-devs/pymc