Subject
3 entries
Mcmc
Bookmarks
Outlier Detection via Markov Chain Monte Carlo
Bugra Akyildiz's walkthrough of outlier detection using Markov Chain Monte Carlo via PyMC — fitting a Bayesian mixture model to separate inliers from outliers using posterior inference. A more principled alternative to distance-based outlier methods.
MH370 MCMC Notebook — Conor Myhrvold
Conor Myhrvold's IPython notebook using Monte Carlo simulation to analyze the probable flight path of MH370 from satellite pings. An early high-profile example of using Bayesian inference and simulation for real-world analysis.
Bayesian Statistical Analysis with PyMC
PyTennessee 2013 presentation on Bayesian statistical analysis with PyMC — introducing probabilistic programming in Python as a practical alternative to frequentist methods. PyMC let practitioners write down generative models and get MCMC inference without implementing samplers from scratch.