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PyMC (formerly PyMC3) is a Python package for Bayesian statistical modeling focusing on advanced Markov chain Monte Carlo (MCMC) and variational inference (VI) algorithms. Its flexibility and extensibility make it applicable to a large suite of problems.

Check out the PyMC overview <https://docs.pymc.io/en/latest/learn/core_notebooks/pymc_overview.html>, or one of the many examples <https://www.pymc.io/projects/examples/en/latest/gallery.html>! For questions on PyMC, head on over to our PyMC Discourse <https://discourse.pymc.io/>__ forum.

Features

• Intuitive model specification syntax, for example, x ~ N(0,1) translates to x = Normal('x',0,1)
• Powerful sampling algorithms, such as the No U-Turn Sampler <http://www.jmlr.org/papers/v15/hoffman14a.html>__, allow complex models with thousands of parameters with little specialized knowledge of fitting algorithms.
• Variational inference: ADVI <http://www.jmlr.org/papers/v18/16-107.html>__ for fast approximate posterior estimation as well as mini-batch ADVI for large data sets.
• Relies on Aesara <https://aesara.readthedocs.io/en/latest/>__ which provides:
  • Computation optimization and dynamic C or JAX compilation
  • NumPy broadcasting and advanced indexing
  • Linear algebra operators
  • Simple extensibility
• Transparent support for missing value imputation

Getting started

If you already know about Bayesian statistics:

• API quickstart guide <https://docs.pymc.io/en/stable/pymc-examples/examples/pymc3_howto/api_quickstart.html>__
• The PyMC tutorial <https://docs.pymc.io/en/latest/learn/core_notebooks/pymc_overview.html>__
• PyMC examples <https://www.pymc.io/projects/examples/en/latest/gallery.html>__ and the API reference <https://docs.pymc.io/en/stable/api.html>__

Learn Bayesian statistics with a book together with PyMC

• Probabilistic Programming and Bayesian Methods for Hackers <https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers>__: Fantastic book with many applied code examples.
• PyMC port of the book "Doing Bayesian Data Analysis" by John Kruschke <https://github.com/aloctavodia/Doing_bayesian_data_analysis>__ as well as the second edition <https://github.com/JWarmenhoven/DBDA-python>__: Principled introduction to Bayesian data analysis.
• PyMC port of the book "Statistical Rethinking A Bayesian Course with Examples in R and Stan" by Richard McElreath <https://github.com/pymc-devs/resources/tree/master/Rethinking>__
• PyMC port of the book "Bayesian Cognitive Modeling" by Michael Lee and EJ Wagenmakers <https://github.com/pymc-devs/resources/tree/master/BCM>__: Focused on using Bayesian statistics in cognitive modeling.
• Bayesian Analysis with Python <https://www.packtpub.com/big-data-and-business-intelligence/bayesian-analysis-python-second-edition>__ (second edition) by Osvaldo Martin: Great introductory book. (code <https://github.com/aloctavodia/BAP>__ and errata).

Audio & Video

• Here is a YouTube playlist <https://www.youtube.com/playlist?list=PL1Ma_1DBbE82OVW8Fz_6Ts1oOeyOAiovy>__ gathering several talks on PyMC.
• You can also find all the talks given at PyMCon 2020 here <https://discourse.pymc.io/c/pymcon/2020talks/15>__.
• The "Learning Bayesian Statistics" podcast <https://www.learnbayesstats.com/>__ helps you discover and stay up-to-date with the vast Bayesian community. Bonus: it's hosted by Alex Andorra, one of the PyMC core devs!

Installation

To install PyMC on your system, follow the instructions on the installation guide <https://www.pymc.io/projects/docs/en/latest/installation.html>__.

Citing PyMC

Please choose from the following:

• |DOIpaper| Probabilistic programming in Python using PyMC3, Salvatier J., Wiecki T.V., Fonnesbeck C. (2016)
• |DOIzenodo| A DOI for all versions.
• DOIs for specific versions are shown on Zenodo and under Releases <https://github.com/pymc-devs/pymc/releases>_

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Contact

We are using discourse.pymc.io <https://discourse.pymc.io/>__ as our main communication channel. You can also follow us on Twitter @pymc_devs <https://twitter.com/pymc_devs>__ for updates and other announcements.

To ask a question regarding modeling or usage of PyMC we encourage posting to our Discourse forum under the “Questions” Category <https://discourse.pymc.io/c/questions>. You can also suggest feature in the “Development” Category <https://discourse.pymc.io/c/development>.

To report an issue with PyMC please use the issue tracker <https://github.com/pymc-devs/pymc/issues>__.

Finally, if you need to get in touch for non-technical information about the project, send us an e-mail <[email protected]>__.

License

Apache License, Version 2.0 <https://github.com/pymc-devs/pymc/blob/main/LICENSE>__

Software using PyMC

General purpose

• Bambi <https://github.com/bambinos/bambi>__: BAyesian Model-Building Interface (BAMBI) in Python.
• SunODE <https://github.com/aseyboldt/sunode>__: Fast ODE solver, much faster than the one that comes with PyMC.
• pymc-learn <https://github.com/pymc-learn/pymc-learn>__: Custom PyMC models built on top of pymc3_models/scikit-learn API
• fenics-pymc3 <https://github.com/IvanYashchuk/fenics-pymc3>__: Differentiable interface to FEniCS, a library for solving partial differential equations.

Domain specific

• Exoplanet <https://github.com/dfm/exoplanet>__: a toolkit for modeling of transit and/or radial velocity observations of exoplanets and other astronomical time series.
• NiPyMC <https://github.com/PsychoinformaticsLab/nipymc>__: Bayesian mixed-effects modeling of fMRI data in Python.
• beat <https://github.com/hvasbath/beat>__: Bayesian Earthquake Analysis Tool.
• cell2location <https://github.com/BayraktarLab/cell2location>__: Comprehensive mapping of tissue cell architecture via integrated single cell and spatial transcriptomics.

Please contact us if your software is not listed here.

Papers citing PyMC

See Google Scholar <https://scholar.google.de/scholar?oi=bibs&hl=en&authuser=1&cites=6936955228135731011>__ for a continuously updated list.

Contributors

See the GitHub contributor page <https://github.com/pymc-devs/pymc/graphs/contributors>. Also read our Code of Conduct <https://github.com/pymc-devs/pymc/blob/main/CODE_OF_CONDUCT.md> guidelines for a better contributing experience.

Support

PyMC is a non-profit project under NumFOCUS umbrella. If you want to support PyMC financially, you can donate here <https://numfocus.salsalabs.org/donate-to-pymc3/index.html>__.

Professional Consulting Support

You can get professional consulting support from PyMC Labs <https://www.pymc-labs.io>__.

Sponsors

|NumFOCUS|

|PyMCLabs|

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