I admit that I’ve been skeptical of the complete rewrite of PyMC that underlies version 3. It seemed to me motivated by an interest in using unproven new step methods that require knowing the derivative of the posterior distribution. But, it is really coming together, and regardless of whether or not the Hamiltonian Monte Carlo stuff pays off, there are some cool tricks you can do when you can get derivatives without a hassle.

Exhibit 1: A Laplace approximation approach to fitting mixed effect models (as described in http://www.seanet.com/~bradbell/tmb.htm)

http://nbviewer.ipython.org/gist/aflaxman/9dab52248d159e02b2ae

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