prior-elicitation

Find constrained priors for Bayesian models using PyMC and PreliZ.

76|10|Updated Feb 5, 2026
One-click install
npx skills add https://github.com/pymc-labs/python-analytics-skills --skill prior-elicitation
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: prior-elicitation
Source: https://github.com/pymc-labs/python-analytics-skills/tree/main/skills/prior-elicitation
Command: npx skills add https://github.com/pymc-labs/python-analytics-skills --skill prior-elicitation

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pymc, preliz, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the challenge of choosing appropriate priors in Bayesian modeling, enabling users to incorporate domain knowledge effectively and ensure robust model performance.

Core Features & Use Cases

  • Prior Selection: Offers strategies for selecting priors based on domain expertise, data, and constraints.
  • Constrained Priors: Finds priors that satisfy specified bounds, useful for bounded parameters.
  • Sensitivity Analysis: Assesses the impact of prior choices on model conclusions.
  • Use Case: When building a Bayesian model for a new drug's efficacy, this Skill can help you choose a prior for the treatment effect based on expert knowledge and clinical trial data.

Quick Start

Use the prior-elicitation skill to find a constrained prior for the treatment effect, ensuring it falls within the range of -2 to 2 with 95% probability.

Frequently Asked Questions about prior-elicitation

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I incorporate domain knowledge into Bayesian priors using PyMC?

To incorporate domain knowledge into Bayesian priors, you can use expert elicitation workflows to translate subjective expertise into formal probability distributions, ensuring your Bayesian model robustly captures prior beliefs before observing data.

What is the best way to constrain Bayesian priors to a specific probability range?

To constrain Bayesian priors to a specific probability range, you can find and fit distributions that satisfy specified bounds, ensuring parameters remain within desired limits like falling within a range of -2 to 2 with 95% probability.

How do I perform a sensitivity analysis on prior choices in Bayesian modeling?

To perform a sensitivity analysis on prior choices in Bayesian modeling, you assess the impact of different prior selections on your model conclusions, helping verify that results are driven by data rather than arbitrary prior specifications.

Do I need PreliZ to elicit priors for PyMC models?

Yes, you need PreliZ and PyMC installed to use this prior elicitation workflow, as PreliZ provides the underlying distribution-fitting capabilities and PyMC handles the Bayesian model specification and sampling.

Can I use expert elicitation to set priors for clinical trial data?

Yes, you can use expert elicitation to set priors for clinical trial data by capturing expert knowledge of a new drug's efficacy and translating it into constrained prior distributions for the treatment effect in your Bayesian model.