Markov Chain Monte Carlo in Python – Towards Data Science

The past few months, I encountered one term again and again in the data science world: Markov Chain Monte Carlo. In my research lab, in podcasts, in articles, every time I heard the phrase I would nod and think that sounds pretty cool with only a vague idea of what anyone was talking about. Several times I tried to learn MCMC and Bayesian inference, but every time I started reading the books, I soon gave up. Exasperated, I turned to the best method to learn any new skill: apply it to a problem. Using some of my sleep data I had been meaning to explore and a hands-on application-based book (Bayesian Methods for Hackers, available free online), I finally learned Markov Chain Monte Carlo through a real-world project.