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.