More Monty Hall

Monty hall was the last example of my talk sometime ago: Automatic probability.ipynb · GitHub

It’s a bit out of context, but that means you cam wrap that generative code inside a CustomDist and PyMC figures out the logp form you.

More down to earth, Austin had an example for a talk he did as well: A Modern Introduction to Probabilistic Programming with PyMC | Austin Rochford