Hi Alexei!
To give you an indirect answer, there are already very good resources about that:
- several notebooks on the PyMC website about linear regression
- PyMC devs also gave many talks and tutorials at conferences, that are in this YouTube playlist
- a collection of great resources and books over there
- among these books, I particularly recommend Bayesian Analysis with Python, by Osvaldo Martin (one of the PyMC devs actually) where there is an entire chapter dedicated to Bayesian regression, and Statistical Rethinking by Richard McElreath. This last one is in R, but several volunteers ported the examples and exercises to PyMC
- on a more personnal note, I just interviewed Osvaldo on my podcast. Maybe this will be a useful introduction for you.
I don’t know what your goals are, but these resources should already get you on the right path - and I hope they’ll be useful to other readers too.
PyMCheers 