Bayesian estimation with Markov Chain Monte Carlo using PyMC

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Prof. Chris Fonnesbeck briefly introduces Bayesian inference, then discusses how to estimate Bayesian models with Markov Chain Monte Carlo using PyMC.

PyMC is the premier Python package for doing MCMC estimation, and Prof. Fonnesbeck is one of the package’s co-authors.

This presentation was given to the NYC R Statistical Programming Meetup, on November 8, 2010.

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