Subject
5 entries
Pymc
Bookmarks
Bayesian Regression with PyMC: A Brief Tutorial
A Zipfian Academy student's tutorial on Bayesian linear regression using PyMC — notable both as an accessible introduction to probabilistic modeling and as a window into the Zipfian cohort's learning culture of public writing. PyMC was the dominant Python tool for Bayesian modeling at the time.
Outlier Detection via Markov Chain Monte Carlo
Bugra Akyildiz's walkthrough of outlier detection using Markov Chain Monte Carlo via PyMC — fitting a Bayesian mixture model to separate inliers from outliers using posterior inference. A more principled alternative to distance-based outlier methods.
Stochastic Volatility Modeling with PyMC
PyMC example notebook demonstrating stochastic volatility modeling — Bayesian inference for time-varying financial volatility using NUTS sampling. A showcase of what probabilistic programming makes tractable.
Bayesian Statistical Analysis with PyMC
PyTennessee 2013 presentation on Bayesian statistical analysis with PyMC — introducing probabilistic programming in Python as a practical alternative to frequentist methods. PyMC let practitioners write down generative models and get MCMC inference without implementing samplers from scratch.
Estimating User Lifetimes with PyMC
yhat's tutorial on estimating customer lifetimes with PyMC using Bayesian survival analysis — fitting probabilistic churn models to get full posterior distributions over lifetime value rather than point estimates. An early example of applied Bayesian modeling in Python before PyMC3 existed.