Inference#

Fitting methods beyond pm.sample: optimization-based point estimates (find_MAP), Gaussian approximations (Laplace, INLA), and fast variational methods (Pathfinder, DADVI). fit is a single entry point that dispatches to these by name.

fit(method, **kwargs)

Fit a model with an inference algorithm.

find_MAP([method, model, use_grad, ...])

Fit a PyMC model via maximum a posteriori (MAP) estimation using JAX and scipy.optimize.

fit_laplace([optimize_method, model, ...])

Create a Laplace (quadratic) approximation for a posterior distribution.

fit_pathfinder([model, num_paths, ...])

Fit Pathfinder variational inference (multi-path, PyMC/PyTensor backend).

fit_dadvi([model, n_fixed_draws, n_draws, ...])

Does inference using Deterministic ADVI (Automatic Differentiation Variational Inference), DADVI for short.

fit_INLA(x, Q[, minimizer_seed, model, ...])

Performs inference over a linear mixed model using Integrated Nested Laplace Approximations (INLA).