While My MCMC Gently Samples

Bayesian modeling, Data Science, and Python

Introducing PyMC Labs

After I left Quantopian in 2020, something interesting happened: various companies contacted me inquiring about consulting to help them with their PyMC3 models.

Usually, I don't hear how people are using PyMC3 -- they mostly show up on GitHub or Discourse when something isn't working right. So, hearing about all these …

Hierarchical Bayesian Neural Networks with Informative Priors

(c) 2018 by Thomas Wiecki

Imagine you have a machine learning (ML) problem but only small data (gasp, yes, this does exist). This often happens when your data set is nested -- you might have many data points, but only few per category. For example, in ad-tech you may want predict …

What's new in PyMC3 3.1

We recently released PyMC3 3.1 after the first stable 3.0 release in January 2017. You can update either via pip install pymc3 or via conda install -c conda-forge pymc3.

A lot is happening in PyMC3-land. One thing I am particularily proud of is the developer community we have …