Skip to content
main
Switch branches/tags
Code

Latest commit

* Improve error message for missing get_moment implementations

* Add get_moment implementations for Normal, Uniform and Binomial

Co-authored-by: Adrian Seyboldt <adrian.seyboldt@gmail.com>

* Add tests for (Half)Flat moments with symbolic dimensionality

Closes #4993

* Apply suggestions from code review

* Update pymc/distributions/continuous.py

Co-authored-by: Adrian Seyboldt <adrian.seyboldt@gmail.com>
Co-authored-by: Thomas Wiecki <thomas.wiecki@gmail.com>
c6e9153

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
Sep 25, 2021
Jan 17, 2014

PyMC logo

Build Status Coverage NumFOCUS_badge Binder Dockerhub DOIzenodo

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 getting started guide, or interact with live examples using Binder! For questions on PyMC, head on over to our PyMC Discourse 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, allow complex models with thousands of parameters with little specialized knowledge of fitting algorithms.
  • Variational inference: ADVI for fast approximate posterior estimation as well as mini-batch ADVI for large data sets.
  • Relies on Aesara 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:

Learn Bayesian statistics with a book together with PyMC:

PyMC talks

There are also several talks on PyMC which are gathered in this YouTube playlist and as part of PyMCon 2020

Installation

To install PyMC on your system, follow the instructions on the appropriate installation guide:

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

Contact

We are using discourse.pymc.io as our main communication channel. You can also follow us on Twitter @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. You can also suggest feature in the “Development” Category.

To report an issue with PyMC please use the issue tracker.

Finally, if you need to get in touch for non-technical information about the project, send us an e-mail.

License

Apache License, Version 2.0

Software using PyMC

  • Exoplanet: a toolkit for modeling of transit and/or radial velocity observations of exoplanets and other astronomical time series.
  • Bambi: BAyesian Model-Building Interface (BAMBI) in Python.
  • pymc3_models: Custom PyMC models built on top of the scikit-learn API.
  • PMProphet: PyMC port of Facebook's Prophet model for timeseries modeling
  • webmc3: A web interface for exploring PyMC traces
  • sampled: Decorator for PyMC models.
  • NiPyMC: Bayesian mixed-effects modeling of fMRI data in Python.
  • beat: Bayesian Earthquake Analysis Tool.
  • pymc-learn: Custom PyMC models built on top of pymc3_models/scikit-learn API
  • fenics-pymc3: Differentiable interface to FEniCS, a library for solving partial differential equations.
  • 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 for a continuously updated list.

Contributors

See the GitHub contributor page. Also read our Code of Conduct 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.

PyMC for enterprise

PyMC is now available as part of the Tidelift Subscription!

Tidelift is working with PyMC and the maintainers of thousands of other open source projects to deliver commercial support and maintenance for the open source dependencies you use to build your applications. Save time, reduce risk, and improve code health, while contributing financially to PyMC -- making it even more robust, reliable and, let's face it, amazing!

tidelift_learn tidelift_demo

You can also get professional consulting support from PyMC Labs.

Sponsors

NumFOCUS

PyMCLabs