Thomas Wiecki, PhD

Founder PyMC Labs, co-author PyMC

Estonia

About

While doing my PhD at Brown, I was introduced to Bayesian modeling and was hooked immediately. Finally, a method that allowed me to formalize the knowledge I already had about my data into a transparent model, rather than being a blackbox where everything had to be learned from data. However, the tools just were not that good back then, which caused me to start the open-source PyMC project, together with some other talented developers. Now, after over a decade of continuous development by hundreds of contributors, this software is used by companies around the world to provide transparent and accurate answers to their most important business problems. It does this by combining existing domain expertise in an organization with rigorous statistical modeling of complex data sets. To help businesses use these tools more effectively, we have launched PyMC Labs -- The Bayesian consultancy. Whether you already have a PyMC model that you want to improve, or think Bayesian modeling could be the right solution, we're passionate about helping others use PyMC more effectively. If you would like to find out how Bayesian modeling can help you make more profitable decisions, get in touch: 🚀 Message me here or send an email to: [email protected] 🔥 Visit our website: www.pymc-labs.io

Experience

  • Founder at PyMC Labs
    Jul 2024 - Present · 2 yrs

    Building a Bayesian consultancy to solve advanced analytical problems.

  • Core Developer at PyMC
    Jan 2014 - Present · 12 yrs 6 mos

    Build the PyMC developer and user community.

  • Independent Consultant at Self-employed
    Aug 2020 - Dec 2023 · 3 yrs 5 mos

  • VP of Data Science, Head of Research at Quantopian
    Dec 2014 - Jul 2020 · 5 yrs 8 mos

    * Run a small team of data scientists to solve applied quantitative problems. * Develop Bayesian models to evaluate trading algorithms and select managers for the Quantopian fund.

  • PHD Researcher at Brown University
    Feb 2010 - Aug 2014 · 4 yrs 7 mos

    * Develop PyMC * Development of hierarchical Bayesian methods to estimate cognitive models (http://ski.clps.brown.edu/hddm_docs/) * Thesis on computational psychiatry (predicting mental illness based on computational cognitive biomarkers): http://arxiv.org/abs/1303.5616