PyMC

Python package for performing Monte Carlo simulations.

PyMC3 is the newest and preferred version of the software.

Quick Start

Importing Components

The quick start guide is here: http://docs.pymc.io/notebooks/api_quickstart.html

It starts by importing the necessary components:

%matplotlib inline
import numpy as np
import theano.tensor as tt
import pymc3 as pm

import seaborn as sns
import matplotlib.pyplot as plt
sns.set_context('notebook')

Resources

Github: PyMC3 repository

• https://github.com/pymc-devs/pymc3

Book: Bayesian Methods for Hackers by Cam Davidson

• https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
• Illustrates how to do Bayesian statistics using PyMC (the brute-force computational approach, rather than the math-heavy approach)

Book: Doing Bayesian Data Analysis by John Kruschke

• https://github.com/aloctavodia/Doing_bayesian_data_analysis
• doingbayesiandataanalysis.blogspot.com.ar
• Originally written for BUGS and R, ported to PyMC3

iPython Notebook: Doing Bayesian Data Analysis

• doingbayesiandataanalysis.blogspot.com.ar
• author: https://github.com/hgbrian