that's like, so random! monte carlo for data science

26
That’s like, so random! Monte Carlo for Data Science Corey Chivers, PhD @cjbayesian

Upload: corey-chivers

Post on 08-Feb-2017

13.034 views

Category:

Data & Analytics


2 download

TRANSCRIPT

Page 1: That's like, so random! Monte Carlo for Data Science

That’s like, so random!Monte Carlo for Data Science

Corey Chivers, PhD@cjbayesian

Page 2: That's like, so random! Monte Carlo for Data Science
Page 3: That's like, so random! Monte Carlo for Data Science
Page 4: That's like, so random! Monte Carlo for Data Science
Page 5: That's like, so random! Monte Carlo for Data Science
Page 6: That's like, so random! Monte Carlo for Data Science
Page 7: That's like, so random! Monte Carlo for Data Science
Page 8: That's like, so random! Monte Carlo for Data Science
Page 9: That's like, so random! Monte Carlo for Data Science
Page 10: That's like, so random! Monte Carlo for Data Science

Drawing samples is cool and all,

but what can I do with them?

Page 11: That's like, so random! Monte Carlo for Data Science

1. Understand where obscure statistics come from

Page 12: That's like, so random! Monte Carlo for Data Science
Page 13: That's like, so random! Monte Carlo for Data Science

2. Make your own statistic!

Page 14: That's like, so random! Monte Carlo for Data Science

Chivers, C., Leung, B., Yan, N. D. (2014), Validation and calibration of probabilistic predictions in ecology. Methods in Ecology and Evolution, 5: 1023–1032. doi: 10.1111/2041-210X.12238

Page 15: That's like, so random! Monte Carlo for Data Science

3.Avoid having to do hard (and sometimes impossible)

math

Page 16: That's like, so random! Monte Carlo for Data Science
Page 17: That's like, so random! Monte Carlo for Data Science
Page 18: That's like, so random! Monte Carlo for Data Science

4. Understand what inferences you can make with

your data

Page 19: That's like, so random! Monte Carlo for Data Science
Page 20: That's like, so random! Monte Carlo for Data Science

4. Propagate uncertainty in complex predictive models

Page 21: That's like, so random! Monte Carlo for Data Science

See next talk!

Page 22: That's like, so random! Monte Carlo for Data Science

4. Run ‘what if’ scenarios

Page 23: That's like, so random! Monte Carlo for Data Science

What if we were to see a surge in patients in a given unit, how would this propagate to the rest of the hospital?

Page 24: That's like, so random! Monte Carlo for Data Science

sim·u·di·dactic adj.*/ˈsimyəˌdīdakt/

To understand by creating a representation or model of real-world phenomena. Particularly, using randomization and computation to understand complex systems and processes.

C2013: From Latin simulre, simult-, from similis, like and Greek didaktos, taught;

* I totally just made this up, but it could be a thing.

Page 25: That's like, so random! Monte Carlo for Data Science

sim·u·di·dactic adj.*/ˈsimyəˌdīdakt/

To understand by creating a representation or model of real-world phenomena. Particularly, using in randomization and computation to understand complex systems and processes.

C2013: From Latin simulre, simult-, from similis, like and Greek didaktos, taught;

Page 26: That's like, so random! Monte Carlo for Data Science

Data Science

Seeking Software Engineers (Sr. & mid-level) to help us build out our real-time predictive application platform

http://www.med.upenn.edu/predictivehealthcare/

• Develop data products and predictive applications • Collaborate with top medical professionals• Revolutionize Health care delivery

Contact:[email protected] @cjbayesian