# Advance Bayesian Modelling with PyMC3

**URL:** <https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439>\
**Category:** Sharing\
**Created:** [June 29, 2018, 8:36am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439 "2018-06-29T08:36:48Z")\
**Posts on this page:** 14\
**Page:** 1

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**Author:** ![junpenglao](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/junpenglao/32/8_2.png) [@junpenglao](https://discourse.pymc.io/u/junpenglao)\
**Post date:** [June 29, 2018, 8:36am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/1 "2018-06-29T08:36:48Z")

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Dear all,

Last month I did a 2 days workshop in the Czech Republic (hosted by [CEAi](http://ceai.io/)). They prepared professional video recording, which I would like to share here. This is a high-level PyMC3 workshop, as the attendees had already work through [Introduction to Probabilistic programming (with PyMC3)](https://github.com/junpenglao/PrecisionWorkshop1_Prep), which is built on top of the tutorials by @fonnesbeck. But the workshop also covers all the basics in depth. Due to the time limit, I did not manage to present more case studies - it would definitely be something to improve upon for next time 🙂

The code and slide could be found below:

> **[junpenglao/advance-bayesian-modelling-with-PyMC3](https://github.com/junpenglao/advance-bayesian-modelling-with-PyMC3)**
>
> Contribute to junpenglao/advance-bayesian-modelling-with-PyMC3 development by creating an account on GitHub.

### [Video content](https://slideslive.com/ceai/machine-learning-workshop-2018)

Session 1: [Probabilistic thinking: generative model and likelihood computation](https://slideslive.com/38907840/session-1-probabilistic-thinking-generative-model-and-likelihood-computation)  
Session 2: [Likelihood in PyMC3 and model reparameterization](https://slideslive.com/38907841/session-2-likelihood-in-pymc3-and-model-reparameterization)  
Session 3: [Model parameterization and coordinate system: Neal’s funnel](https://slideslive.com/38907842/session-3-model-parameterization-and-coordinate-system-neals-funnel)  
Session 4: [Bayesian modelling and inference with MCMC in PyMC3](https://slideslive.com/38907843/session-4-bayesian-modelling-and-inference-with-mcmc-in-pymc3)  
Session 5: [Model evaluation and model comparison](https://slideslive.com/38907844/session-5-model-evaluation-and-model-comparison)  
Session 6: [Case study: modelling multivariate observation](https://slideslive.com/38907845/session-6-case-study-modelling-multivariate-observation)  
Session 7: [Mixing MCMC samplers: Compound step in PyMC3](https://slideslive.com/38907846/session-7-mixing-mcmc-samplers-compound-step-in-pymc3)

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**Author:** ![Baskoes](https://avatars.discourse-cdn.com/v4/letter/b/bbce88/32.png) [@Baskoes](https://discourse.pymc.io/u/Baskoes)\
**Post date:** [July 3, 2018, 8:24am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/2 "2018-07-03T08:24:09Z")

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This is awesome, Thank you Junpenglao!

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**Author:** ![adam](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/adam/32/694_2.png) [@adam](https://discourse.pymc.io/u/adam)\
**Post date:** [July 3, 2018, 11:03pm UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/3 "2018-07-03T23:03:34Z")

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This is very rich. Thank you for sharing.

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**Author:** ![Vital](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/vital/32/909_2.png) [@Vital](https://discourse.pymc.io/u/Vital)\
**Post date:** [July 3, 2018, 11:35pm UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/4 "2018-07-03T23:35:20Z")

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This is awesome! Thank you for sharing!

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**Author:** ![mrdevlar](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/mrdevlar/32/699_2.png) [@mrdevlar](https://discourse.pymc.io/u/mrdevlar)\
**Post date:** [July 4, 2018, 9:00am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/5 "2018-07-04T09:00:48Z")

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Wow, this is phenomenal. Way to kill my weekend ^\_\_\_\_\_\_^.

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**Author:** ![cmorgan](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/cmorgan/32/916_2.png) [@cmorgan](https://discourse.pymc.io/u/cmorgan)\
**Post date:** [July 4, 2018, 3:43pm UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/6 "2018-07-04T15:43:53Z")

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thank you sir!

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**Author:** ![ericmjl](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/ericmjl/32/196_2.png) [@ericmjl](https://discourse.pymc.io/u/ericmjl)\
**Post date:** [July 6, 2018, 1:29am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/7 "2018-07-06T01:29:34Z")

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Wow, amazing stuff, @junpenglao! Thank you for sharing with us 🙂

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**Author:** ![clausherther](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/clausherther/32/414_2.png) [@clausherther](https://discourse.pymc.io/u/clausherther)\
**Post date:** [July 7, 2018, 7:51pm UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/8 "2018-07-07T19:51:28Z")

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This is so good, well done!

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**Author:** ![RavinKumar](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/ravinkumar/32/958_2.png) [@RavinKumar](https://discourse.pymc.io/u/RavinKumar)\
**Post date:** [July 9, 2018, 3:18pm UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/9 "2018-07-09T15:18:19Z")

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Lots of content. Thank you!

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**Author:** ![AlexAndorra](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/alexandorra/32/9142_2.png) [@AlexAndorra](https://discourse.pymc.io/u/AlexAndorra)\
**Post date:** [December 3, 2018, 7:54pm UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/10 "2018-12-03T19:54:03Z")

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Wow, thank you @junpenglao! Exactly the type of resources I was looking for 🙂  
Can’t wait to go for it, and hopefully I’ll be able to give you a constructive feedback after it 😉

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**Author:** ![AlexAndorra](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/alexandorra/32/9142_2.png) [@AlexAndorra](https://discourse.pymc.io/u/AlexAndorra)\
**Post date:** [January 17, 2019, 11:45am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/11 "2019-01-17T11:45:17Z")

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A small feedback, having read the notebooks and watched the videos: it’s a really useful ressource and I highly recommend it to anyone who’s already used PyMC3 and is looking for a way to undestand what’s going on under the hood (I would not recommend it for beginners though. Take a look at [Chris Fonnesbeck’s tutorial at PyCon 2017](https://www.youtube.com/watch?v=TMmSESkhRtI) first).  
@junpenglao really goes into the weeds of the library, explaining in details how you generate models, compute likelihoods, do inference and evaluate/debug your models. It gives you an understanding of how PyMC3 works and more generally teaches you core concepts of Bayesian modeling. Well done and thank you for sharing!!

On a more practical note, I would recommend reading the notebooks before watching the videos, to get an intuition of the topics and make the most out of the lessons.  
I would say sessions 2, 4 and 5 are must-sees, with session 3 perhaps being the less practically useful (at least to me) because of its complexity - interesting for general knowledge though.  
Hope this feedback will help some, and thanks again for this amazing content JunpengLao!

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**Author:** ![junpenglao](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/junpenglao/32/8_2.png) [@junpenglao](https://discourse.pymc.io/u/junpenglao)\
**Post date:** [January 17, 2019, 12:29pm UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/12 "2019-01-17T12:29:43Z")

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Wow thanks for the kind words Alex! I am really glad that you find it helpful!

Also, I wrote a developer guide of pymc3 largely based on my experience of preparing for this workshop, you might also find it helpful [https://docs.pymc.io/developer\_guide.html](https://docs.pymc.io/developer_guide.html)

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**Author:** ![AlexAndorra](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/alexandorra/32/9142_2.png) [@AlexAndorra](https://discourse.pymc.io/u/AlexAndorra)\
**Post date:** [January 18, 2019, 9:37am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/13 "2019-01-18T09:37:35Z")

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Great, thanks, gonna take a look at that 😉

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**Author:** ![DanhPhan](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/danhphan/32/4799_2.png) [@DanhPhan](https://discourse.pymc.io/u/DanhPhan)\
**Post date:** [January 21, 2022, 8:32am UTC](https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439/15 "2022-01-21T08:32:41Z")

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Hi @junpenglao, the videos and materials are extremely helpful. Thanks a lot for sharing it 👍 👍 👍