Eric J Ma's Website

Variational Inference With PyMC3: A Lightweight Demo

written by Eric J. Ma on 2016-08-06 | tags: python bayesian variational inference pymc3 statistics data science


Following on the heels of me recently attending Thomas Wiecki's Boston Bayesians talk, I decided to put up a notebook showing a lightweight example of how to do Bayesian modelling with PyMC3. Comments are welcome!

The notebook can be found here.

Thomas Wiecki's blog post on Bayesian Deep Learning, which served as the original inspiration for my notebook example, can be found here.

Happy reading!


I send out a newsletter with tips and tools for data scientists. Come check it out at Substack.

If you would like to sponsor the coffee that goes into making my posts, please consider GitHub Sponsors!

Finally, I do free 30-minute GenAI strategy calls for organizations who are seeking guidance on how to best leverage this technology. Consider booking a call on Calendly if you're interested!