Video tutorial: Bayesian data analysis with PyMC 3

I highly recommend the tutorial by Thomas Wiecki on using PyMC 3 to perform Bayesian data analysis. Some of the cool things he demonstrates in this ~50 min video:

• summary of Bayesian analysis and Bayesian theorem
• application for parameter estimation for a few introductory examples: coin-flipping experiment, simple linear regression
• new features of PyMC 3 with respect to v2
• how to construct a model in PyMC 3 and a few notes on samplers
• more advanced example: application to time series of correlated stocks, then linear regression of correlated stocks with a time-dependent slope (!!)