while my_mcmc: gently(samples) - MCMC sampling for dummiesWhen I give talks about probabilistic programming and Bayesian statistics, I usually gloss over the details of how inference is actually performed, treating it as a black box essentially. The beauty of probabilistic programming is that you actually don’t have to understand how the inference works in order to build models, but it certainly helps. When I presented a new Bayesian model to Quantopian’
