pymc-modeling

Guide Bayesian modeling workflows with PyMC v5+, ArviZ diagnostics, and inference backends.

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

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

Claude needs a structured, end-to-end guide for building, validating, and comparing Bayesian models in PyMC v5+, integrating priors, inference, diagnostics, and model testing into a cohesive workflow.

Core Features & Use Cases

  • Comprehensive coverage of PyMC v5+ workflows: model specification, coordinates/dims, priors, sampling backends (nutpie, NUTS, NumPyro/JAX), ArviZ diagnostics, and model comparison.
  • Templates and patterns for hierarchical/multilevel models, GLMs, Gaussian processes, time-series, BART, and mixture models, with practical examples.
  • Diagnostics-driven workflow guidance including convergence checks, PPCs, LOO/WAIC, and posterior predictive checks, plus troubleshooting references.

Quick Start

Load the pymc-modeling skill and begin with a guided, hands-on workflow that defines data, specifies priors, runs inference, and assesses convergence.

Frequently Asked Questions about pymc-modeling

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

FAQPage Schema
How do I build and validate Bayesian models in PyMC 5?

To build Bayesian models in PyMC 5, specify your model with coordinates, define priors, run inference using backends like NUTS or NumPyro, and validate results using ArviZ diagnostics and posterior predictive checks.

Can I use NumPyro or JAX sampling backends with PyMC for Bayesian inference?

Yes, PyMC supports multiple inference backends including the built-in NUTS sampler, NumPyro via JAX, and nutpie, allowing you to optimize Bayesian inference performance based on your computational environment.

What's the best way to structure hierarchical and Gaussian process models in PyMC?

The best way to structure hierarchical and Gaussian process models in PyMC is by using built-in templates and patterns that guide model specification, coordinate management, and prior selection for robust multilevel inference.

How do I compare Bayesian models and check convergence with ArviZ?

You compare Bayesian models and check convergence using ArviZ by running convergence diagnostics, posterior predictive checks, and model comparison metrics like LOO or WAIC to validate your inference results.

Does PyMC support time-series, BART, and mixture models?

Yes, PyMC supports time-series, Bayesian Additive Regression Trees (BART), and mixture models, providing practical templates and patterns to specify and fit these complex probabilistic structures.

Why are my PyMC Bayesian model diagnostics failing during inference?

Bayesian model diagnostics fail during inference due to convergence issues, which you can troubleshoot using the diagnostics-driven workflow to assess sampling health, adjust priors, or switch inference backends.