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🔴 𝐇𝐨𝐰 𝐓𝐨 𝐅𝐨𝐜𝐮𝐬 𝐎𝐧 𝐖𝐡𝐚𝐭 𝐌𝐚𝐭𝐭𝐞𝐫𝐬 𝐈𝐧 𝐓𝐢𝐦𝐞 𝐒𝐞𝐫𝐢𝐞𝐬 𝐅𝐨𝐫𝐞𝐜𝐚𝐬𝐭𝐢𝐧𝐠
🔗 learnbayesstats.com/episode/12

✅ 𝐈𝐧 𝐭𝐡𝐢𝐬 𝐄𝐩𝐢𝐬𝐨𝐝𝐞, 𝐲𝐨𝐮’𝐥𝐥 𝐥𝐞𝐚𝐫𝐧 𝐡𝐨𝐰 𝐭𝐨 𝐚𝐜𝐡𝐢𝐞𝐯𝐞 𝐭𝐡𝐚𝐭 with @pymc

Alex Andorra & Jesse Grabowski talk about state space models, simplifying forecasting, applications etc.

Learning about PyMC makes me want to become a statistician.. super interesting way to think about data, but so much goes into building a good model! So many rabbit holes.

Bayesian modelling is clearly super powerful though and seems to offer some answers to some of the most intractable problems with black-box ML. A reliable model with known and understandable inputs is invaluable for certain use cases.

Replied in thread

@charleemos I have found both the #PyMC tutorials (pymc.io/projects/docs/en/lates) and the #Stan User's Guide (mc-stan.org/docs/stan-users-gu) on #GaussianProcesses good for getting your hands dirty. Seeing GPs in action and fiddling with hyperparameters was helpful for me to understand the mathematical underpinnings.

www.pymc.ioGaussian Processes — PyMC dev documentation