Welcome!

In this workshop, you'll learn how to develop Bayesian intuition and build powerful probabilistic models using PyMC.

Making decisions under uncertainty is hard — especially when your data is limited, your outcomes are rare, or your assumptions are hidden. 😭

You'll see how modern Bayesian modeling can:

• Estimate probabilities with informative priors.
• Compare alternatives probabilistically with Bayesian A/B testing.
• Share strength across groups using hierarchical models.
• Evaluate and anticipate rare events using posterior predictive distributions.

You can run the notebooks locally using PyMC, ArviZ, and Jupyter Notebooks — or on Colab with no setup required.

This workshop is based on tutorials taught my PyMC Labs, with some examples from Allen Downey's book Think Bayes.

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🛠 What You'll Build

The workshop is divided into three phases:

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✅ Phase 0: Building Bayesian Intuition

You'll start by developing a solid foundation in Bayesian thinking:

• Understand the fundamentals of probability and uncertainty.
• Learn how to specify informative priors based on domain knowledge.
• Build simple models to estimate unknown rates from sparse observations.
• Practice interpreting posterior distributions and credible intervals.

This gives you the Bayesian mindset needed for more complex modeling.

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✅ Phase 1: Probabilistic Decision Making

After building Bayesian intuition, you'll create decision-support systems:

• Use Bayesian A/B testing to compare alternatives probabilistically.
• Build hierarchical models to pool data across many subgroups.
• Identify and avoid catastrophic sequences of failures.
• Evaluate whether your models make robust predictions under uncertainty.

You'll also learn how to:

• Balance generalization and specificity in your models.
• Communicate risks and confidence clearly to stakeholders.

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✅ Phase 2: Advanced Bayesian Workflows

Finally, you'll move from individual models to complete Bayesian workflows:

• Build posterior predictive distributions to evaluate rare events.
• Develop systematic approaches to model validation and criticism.
• Integrate Bayesian thinking into your broader modeling workflow.
• Reason clearly, act decisively, and manage uncertainty with confidence.

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Getting Started

Use these links to run the notebooks on Colab (no setup required):

• Notebook 1: Priors and Posteriors

• Notebook 2: Bayesian Bandits

• Notebook 3: Hierarchical Models

Or follow the instructions below to run the notebooks locally.

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To run this workshop locally, you'll need a working Python 3.11+ environment with PyMC and related packages.

1. Set up your Python environment

We recommend using uv for managing dependencies.

pip install uv
uv venv
source .venv/bin/activate  # macOS/Linux
# or
.venv\Scripts\activate  # Windows

Install dependencies:

uv pip install -r requirements.txt

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2. Running the Materials

• Notebooks are located in the notebooks/ folder.
• Solutions and additional materials are in the soln/ folder.

Start with the notebooks in the notebooks/ folder and work through them in order.

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Ready to build your Bayesian decision-making skills? Let's go. 🚀