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pymc - Build and validate Bayesian models with PyMC

Build, fit, validate, compare, and diagnose Bayesian models with PyMC using MCMC, variational inference, predictive checks, LOO, and WAIC.

Tags

Updated: 2026-09-30

Capabilities

Typical Inputs

Typical Outputs

What this skill does

  • Build Bayesian models
  • Fit models with MCMC
  • Run variational inference
  • Check prior predictions
  • Check posterior predictions
  • Diagnose sampling issues
  • Compare models with LOO
  • Compare models with WAIC
  • Generate posterior predictions
  • Average model predictions

Inputs

  • Predictor data
  • Outcome data
  • Model specifications
  • Group structure
  • New predictor values
  • Random seeds

Outputs

  • Fitted inference data
  • Diagnostic results
  • Posterior summaries
  • Predictive distributions
  • Model comparison results
  • Model averaging weights
  • Prediction intervals
  • Sampling state changes

Requirements

  • Python environment
  • PyMC 5.x or later
  • ArviZ
  • NumPy
  • Required diagnostic scripts
  • Required comparison scripts

Source

  • Spec: SKILL.md
Bayesian modeling
Probabilistic programming
MCMC
NUTS
Variational inference
Model comparison
Uncertainty quantification
Build Bayesian models
Fit models with MCMC
Run variational inference
Check prior predictions
Predictor data
Outcome data
Model specifications
Fitted inference data
Diagnostic results
Posterior summaries