Introduction to PyMC3 for Bayesian Modeling and Inference

Overview

Class Central Tips

The objective of this course is to introduce PyMC3 for Bayesian Modeling and Inference, The attendees will start off by learning the the basics of PyMC3 and learn how to perform scalable inference for a variety of problems. This will be the final course in a specialization of three courses .Python and Jupyter notebooks will be used throughout this course to illustrate and perform Bayesian modeling with PyMC3.. The course website is located at https://sjster.github.io/introduction_to_computational_statistics/docs/index.html. The course notebooks can be downloaded from this website by following the instructions on page https://sjster.github.io/introduction_to_computational_statistics/docs/getting_started.html. The instructor for this course will be Dr. Srijith Rajamohan.

Syllabus

Introduction to PyMC3 - Part 1

This module serves as an introduction to the PyMC3 framework for probabilistic programming. It introduces some of the concepts related to modeling and the PyMC3 syntax. The visualization library ArViz, that is integrated into PyMC3, will also be introduced. The course website is https://sjster.github.io/introduction_to_computational_statistics/docs/Production/PyMC3.html. Instructions to download and run the notebooks are at https://sjster.github.io/introduction_to_computational_statistics/docs/Production/getting_started.html

Introduction to PyMC3 - Part 2

This module will teach the basics of using PyMC3 to solve regression and classification problems using PyMC3. It will also show how to deal with outliers in your data and create hierarchical models. Finally, a case study is presented to help apply everything that was learned in Module 1 and 2. The course website ishttps://sjster.github.io/introduction_to_computational_statistics/docs/Production/PyMC3.html#linear-regression-again. Instructions to download and run the notebooks are at https://sjster.github.io/introduction_to_computational_statistics/docs/Production/getting_started.html

Metrics in PyMC3

This module introduces various measures and metrics to assess the quality of the solutions inferred using PyMC3. Hands-on examples are used to illustrate how various methods and visualizations can be used in PyMC3. Finally, a brief overview of how to debug PyMC3 algorithms is provided. The course website ishttps://sjster.github.io/introduction_to_computational_statistics/docs/Production/PyMC3.html#mcmc-metrics. Instructions to download and run the notebooks are at https://sjster.github.io/introduction_to_computational_statistics/docs/Production/getting_started.html

Modeling of COVID-19 cases using PyMC3

This is an ungraded final project. We will utilize everything that has been learned in this course to model the disease dynamics of COVID-19 using a SIR model. Utilizing real-life data, the goal would be to infer the parameters of the SIR model for COVID-19.