Async masterclass · 75 min · Available now · Modeling & Inference

MCMC in Practice

MCMC diagnostics, model checking, PyMC

After this you can tell a sampler that ran clean from a model that is actually right, and fix the three classic failures on your own data.

Diagnose sampler output and fix common Bayesian model failures.

MCMC in Practice
$79
Buy now

Buy once, watch any time.

  • The full recording, 75 min
  • Yours to keep: watch it any time

Masterclass subscribers get every live session for a year and keep every session that is recorded. Everyone else can buy a recording on its own.

Who teaches it

Taught by someone who does this work.

Chris Fonnesbeck
Chris FonnesbeckPhD · Biostatistics, Vanderbilt. Former Phillies, Brewers, YankeesFormer: Philadelphia Phillies: Principal Quantitative Analyst · New York Yankees: Senior Quantitative Analyst · Milwaukee Brewers: Consultant

Builds Bayesian models in PyMC on baseball data.

What you get

What is yours when you buy.

  • The full recording, 75 min
  • Yours to keep: watch it any time
What you will build

The thing you walk away with.

  • A batted-ball model in PyMC, narrated choice by choice
  • The three classic sampler failures, each repaired on screen
  • A pitch-velocity model taken through posterior predictive checks, cross-validation and model comparison
Curriculum

What is covered, in order.

  1. What the sampler actually did while it ran
  2. What R-hat, effective sample size, trace, rank and energy plots each measure
  3. How to tell a clean run from a right model
Questions

The four that actually stop a purchase.

Is this too advanced, or too basic, for me?

Built for someone who already writes code in the session's language and wants the method, not the syntax. If the outcome line at the top reads like something you could use next week, it is pitched right. If it reads like a different job, start with the courses on /browse.

What exactly do I get, and for how long?

The full recording, yours to keep: buy once, watch any time. Masterclass subscribers get every live session for a year and keep every session that is recorded. Everyone else can buy a recording on its own.

Do I need to install anything?

No. The recording plays in the browser.

What if it is not for me?

Twenty minutes on a call before you buy costs nothing, and the call is the fastest way to tell. If you bought it and it is the wrong one for you, email michael@athlyticz.com and a person will answer.

MCMC in Practice

After this you can tell a sampler that ran clean from a model that is actually right, and fix the three classic failures on your own data.

Buy now
$79Buy now