pymc

Build Bayesian probabilistic models in PyMC with MCMC sampling and convergence diagnostics.

Updated Aug 23, 2026
One-click install
npx skills add https://github.com/gabrielvuksani/wotann --skill pymc-gabrielvuksani
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: pymc
Source: https://github.com/gabrielvuksani/wotann/tree/main/skills/scientific/pymc
Command: npx skills add https://github.com/gabrielvuksani/wotann --skill pymc-gabrielvuksani

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) and assets (resource) and scripts (resource) components.

What problem does it solve?

This Skill helps you build Bayesian probabilistic models that produce credible uncertainty estimates instead of single-point answers, and then validate those models with diagnostics and predictive checks.

Core Features & Use Cases

  • Build hierarchical Bayesian models with priors, likelihoods, and named dimensions for interpretable inference.
  • Run inference with MCMC (NUTS) for full posterior sampling, including guidance for convergence and sampling pathologies (divergences, ESS, R-hat).
  • Validate and compare models using prior/posterior predictive checks and information criteria like LOO/WAIC via log-likelihood support.
  • Common model patterns including linear regression, logistic regression, Poisson/negative binomial counts, and time series/AR.
  • Model comparison utilities for ranking multiple fitted models and checking LOO reliability (Pareto-k).
  • Use templates for fast start on linear and hierarchical workflows that cover the full Bayesian loop end-to-end.

Quick Start

Fit a Bayesian model using NUTS on your dataset, generate posterior predictive samples, and run diagnostics to confirm convergence.

Frequently Asked Questions about pymc

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

FAQPage Schema
How do I build hierarchical Bayesian models in PyMC with priors and likelihoods?

You build hierarchical Bayesian models in PyMC by defining priors, likelihoods, and named dimensions for interpretable inference. This Skill provides templates for hierarchical workflows that cover the full Bayesian loop end-to-end.

How do I run MCMC sampling with NUTS and check convergence diagnostics like R-hat and ESS?

MCMC sampling with NUTS runs full posterior inference, validated by checking convergence diagnostics like R-hat, ESS, and divergences. This Skill guides you through sampling pathologies and log_likelihood support.

What is the best way to compare Bayesian models using LOO and WAIC?

The best way to compare Bayesian models is using information criteria like LOO and WAIC via log-likelihood support. This Skill provides utilities for ranking fitted models and checking LOO reliability using Pareto-k values.

Does PyMC support prior and posterior predictive checks for validating probabilistic models?

PyMC supports prior and posterior predictive checks to validate probabilistic models and quantify uncertainty from data. This Skill satisfies workflow requirements by integrating predictive checks with MCMC sampling and convergence diagnostics.

Can I fit Bayesian regression and count models like logistic and Poisson using PyMC?

PyMC fits common Bayesian model patterns including linear regression, logistic regression, and Poisson or negative binomial count models. This Skill also covers time series, AR models, and missing-data handling.