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Bayesian Data Science by Simulation (@Two Sigma)

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Hosted By
Reshama S. and 2 others
Bayesian Data Science by Simulation (@Two Sigma)

Details

This tutorial is an Introduction to Bayesian data science through the lens of simulation or hacker statistics. We will become familiar with many common probability distributions through i) matching them to real-world stories & ii) simulating them. We will work with joint/conditional probabilities, Bayes Theorem, prior/posterior distributions and likelihoods, while seeing their applications in real-world data analyses. We’ll see the utility of Bayesian inference in parameter estimation and comparing groups and we’ll wrap up with a dive into the wonderful world of probabilistic programming.

PREREQs

Knowledge of `numpy`, `matplotlib`, and Python are prerequisites for this tutorial, in addition to curiosity and an excitement to learn new things!

PREP WORK

If you'd like to run code locally on your own laptop during the workshop, follow the instructions in README before the workshop: https://github.com/ericmjl/bayesian-stats-modelling-tutorial/ (alternatively, you can launch a binder session during the workshop)

CONTENT

Code + Binder
https://github.com/ericmjl/bayesian-stats-modelling-tutorial/

Notebooks
https://github.com/ericmjl/bayesian-stats-modelling-tutorial/tree/master/notebooks/URGsADS-NYC-2020-02-19

ABOUT THE SPEAKER

Hugo Bowne-Anderson is a Data Scientist at DataCamp and has had extensive experience teaching basic to advanced data science topics at institutions such as Yale University and Cold Spring Harbor Laboratory, conferences such as SciPy, PyCon, and with organizations such as Data Carpentry. He has developed over 25 courses on the DataCamp platform, impacting over 300,000 learners worldwide through his own courses. He previously also hosted DataFramed, the DataCamp podcast, loves teaching Bayesian data analysis and aspires to reduce as much “computational anxiety’ in the world as he can through pedagogy.

Twitter: https://twitter.com/hugobowne
GitHub: https://github.com/hugobowne
LinkedIn: https://www.linkedin.com/in/hugo-bowne-anderson-045939a5/

ABOUT THE HOST

Two Sigma's mission is to find value in the world's data. Its clients in investment management, insurance, securities, private investments and venture capital benefit from its research-led data science approach and advanced technology. The company was founded in 2001 by co-chairmen David Siegel and John Overdeck with a belief in the power of the scientific method. Today, Two Sigma has over 1,500 employees and offices in New York, Hong Kong, Tokyo, Houston and London. For more information, please visit www.twosigma.com.

CODE OF CONDUCT (CoC)

All members must read and adhere to the CoC, which applies to all spaces, online and in person. Our CoC is adopted from NumFOCUS and is available here: https://numfocus.org/code-of-conduct

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