I’ve had no teaching responsibilities over the last quarter, and I must miss it. I’ve found myself responding to PyMC questions on StackOverflow more than ever before. It is an interesting window into what is hard in Bayesian computation. Checking (and achieving) MCMC convergence is one thing that is hard. Here are some questions and answers that include it:
http://stackoverflow.com/questions/24294203/difference-between-bugs-model-and-pymc/24347102#24347102
http://stackoverflow.com/questions/24242660/pymc3-multiple-observed-values/24271760#24271760
http://stackoverflow.com/questions/24402834/fitting-power-law-function-with-pymc/24413323#24413323
Healthy Algorithms 