Keep reading
- The PyMC3 documentation; be sure to check the examples section: https://pymc-devs.github.io/pymc3/.
- Probabilistic Programming and Bayesian Methods for Hackers by Cameron Davidson-Pilon and several contributors. This book/notebooks were originally written using PyMC2 and now have been ported to PyMC3: https://github.com/quantopian/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers.
- While My MCMC Gently Samples, a blog from Thomas Wiecki, core developer of PyMC3: http://twiecki.github.io/.
- Statistical Rethinking by Richard McElreath is a very nice introductory book about Bayesian Analysis; the problem is that the examples are in R/Stan. Hence I am porting the examples in the book to Python/PyMC3. Check the GitHub repository at https://github.com/aloctavodia/Statistical-Rethinking-with-Python-and-PyMC3.
- Doing Bayesian Data Analysis by John K. Kruschke is another nice introductory book about Bayesian Analysis, with a similar problem. Most of the examples from the first edition...
