What problem does it solve?
This Skill helps you build Bayesian probabilistic models that quantify uncertainty, validate assumptions with predictive checks, and compare competing models with trustworthy diagnostics.
Core Features & Use Cases
- Hierarchical & multilevel modeling: model grouped data with non-centered parameterization to improve sampling stability.
- Sampling and inference workflows: run MCMC with NUTS, use variational inference (ADVI) for fast approximations, and diagnose common issues like divergences and low effective sample size.
- Model validation and comparison: perform prior/posterior predictive checks and compare models using LOO/WAIC with log-likelihood support.
- Practical end-to-end templates: includes references and patterns for distributions, workflows, and reusable model templates (linear regression and hierarchical models) plus diagnostics and model-comparison scripts.
- Use cases: Bayesian regression (linear/logistic/Poisson), uncertainty quantification, time series modeling, and principled handling of inference quality (R-hat, ESS, divergences, Pareto-k).
Quick Start
Use the pymc skill to build and validate a hierarchical Bayesian regression with prior predictive checks, NUTS sampling (with log_likelihood enabled), diagnostics, and a posterior predictive check for your dataset.