Bayesian Modelling with PyMC and Bambi
This repository contains selected implementations of Bayesian statistical models using PyMC and Bambi. The notebooks demonstrate hands-on experience with probabilistic modelling, hierarchical models, regression techniques, and uncertainty quantification.
Topics Covered
Regression Models (PyMC)
- Simple Linear Regression
- Logistic Regression
- Robust Regression
- Hierarchical Linear Regression
- Variable Variance Models
Structured Modelling (Bambi)
- Polynomial regression and splines
- Categorical predictors and interactions
- Distributional models
- Variable selection
Technical Focus
- MCMC sampling
- Posterior inference
- Convergence diagnostics (R-hat, ESS)
- Posterior predictive checks
- Model comparison and interpretation
- Hierarchical modelling and shrinkage effects
Motivation
While my primary research focuses on hybrid quantum–classical optimization algorithms, Bayesian modelling provides a principled framework for uncertainty-aware inference and model evaluation.
These notebooks were implemented while studying: Osvaldo Martin, Bayesian Analysis with Python (Chapters 4 and 6), and include my own extensions, parameter experiments, and diagnostics.
Tools Used
- Python
- PyMC
- Bambi
- ArviZ
- NumPy / SciPy / Matplotlib