pymc-devs/pymc-extras

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Powerful add-ons for PyMC

Stars: 143
Forks: 91
Open beginner issues: 0
Indexed issues: 106
Avg merge: 3d 18h
Merged PRs (30d): 19

Dominant language: Jupyter Notebook
License: No license data
Last GitHub push: Sep 16, 2026
Latest indexed: Sep 19, 2026
Contributing guide: Contributing guide
Code of conduct: Code of conduct
Beginner labels: help wanted good first issue

Beginner friendly Everything

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106 open issues indexed

Prior.create_likelihood_variable detaches tensor parameters, so pm.set_data stops reaching the likelihood Open

Difficulty 3/5 1-2 days Newbie friendliness 72/100

pymc-devs/pymc-extras#764 · 1 comment · Opened Sep 8, 2026
Trainer.fit reads len(data) as the dataset size, so minibatch likelihoods get the wrong scale Open

Difficulty 4/5 3-5 days Newbie friendliness 55/100

pymc-devs/pymc-extras#758 · Opened Sep 3, 2026
ENH: Introduce a callbacks mechanism to the Trainer class Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

pymc-devs/pymc-extras#755 · Opened Aug 29, 2026
Move optimizers to pytensor-ml Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

pymc-devs/pymc-extras#754 · 2 comments · Opened Aug 29, 2026
Hessian in find_MAP/fit_laplace/fit_dadvi is a Scan; expose a vectorize flag Open

feature request inference

Difficulty 3/5 1-2 days Newbie friendliness 68/100

pymc-devs/pymc-extras#752 · Opened Aug 25, 2026
Update find_MAP's return type annotation to DataTree Open

Difficulty 1/5 Under an hour Newbie friendliness 90/100

pymc-devs/pymc-extras#751 · Opened Aug 25, 2026
Conditional sampling breaks when a statespace matrix is assigned whole instead of by index Open

bug statespace

Difficulty 4/5 3-5 days Newbie friendliness 48/100

pymc-devs/pymc-extras#736 · Opened Aug 14, 2026
Marginalized DiscreteMarkovChain: NaN gradients once the forward message exceeds the float exp limit Open

Difficulty 4/5 3-5 days Newbie friendliness 48/100

pymc-devs/pymc-extras#720 · 1 comment · Opened Jul 29, 2026
`test_parallel_paths_match_serial_per_path` is failing on windows CI with pytensor==3.2.3 Open

bug help wanted pytensor tests

Difficulty 4/5 3-5 days Newbie friendliness 45/100

pymc-devs/pymc-extras#719 · Opened Jul 28, 2026
Improvements Weather Example Open

docs

pymc-devs/pymc-extras#703 · 1 assignee · Opened Jul 1, 2026
fit_dadvi fails with gradient_backend="jax" Open

Difficulty 1/5 Under an hour Newbie friendliness 82/100

pymc-devs/pymc-extras#694 · Opened Jun 16, 2026
find_MAP: jitter has multiple issues Open

Difficulty 3/5 1-2 days Newbie friendliness 70/100

pymc-devs/pymc-extras#687 · Opened May 28, 2026
`name=` support in SARIMAX / VARMAX / ETS / DFM Open

Difficulty 3/5 1-2 days Newbie friendliness 64/100

pymc-devs/pymc-extras#671 · Opened Apr 10, 2026
Pathfinder doesn't respect `vectorize` argument in idata postprocessing Open

enhancements feature request

Difficulty 3/5 1-2 days Newbie friendliness 68/100

pymc-devs/pymc-extras#669 · 2 comments · Opened Apr 7, 2026
ENH: HTML model table with LaTeX-rendered equations for notebook display Open

hackathon

Difficulty 4/5 3-5 days Newbie friendliness 38/100

pymc-devs/pymc-extras#665 · 1 comment · Opened Mar 18, 2026
ENH: Local sensitivity checks for PyMC posterior predictions . Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

pymc-devs/pymc-extras#659 · 7 comments · Opened Feb 26, 2026
Pathfinder runs out of memory for large models Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#651 · 2 comments · Opened Feb 17, 2026
Can we do away with pydantic for Prior Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

pymc-devs/pymc-extras#644 · Opened Feb 9, 2026
Move distributions implemented here to "distributions"? Open

hackathon

Difficulty 5/5 Over a week Newbie friendliness 25/100

pymc-devs/pymc-extras#639 · 5 comments · 1 reaction · Opened Feb 5, 2026
Reduce the number of CI test jobs Open

tests

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#628 · Opened Jan 24, 2026
Investigate why we end up with an unoptimized Blockwise of Reshape in test example Open

pytensor question

Difficulty 4/5 3-5 days Newbie friendliness 42/100

pymc-devs/pymc-extras#624 · Opened Jan 8, 2026
Migrate to support Arviz 1.0 Open

help wanted maintenance

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#620 · 11 comments · 1 reaction · Opened Dec 19, 2025
Shape error in UnivariateFilter for time-varying matrices Open

Difficulty 3/5 1-2 days Newbie friendliness 50/100

pymc-devs/pymc-extras#612 · 1 comment · Opened Nov 17, 2025
Multiple issues with ModelBuilder docstrings Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#608 · Opened Nov 6, 2025
preliz conversion from Prior fails with specific distributions Open

bug

Difficulty 3/5 1-2 days Newbie friendliness 38/100

pymc-devs/pymc-extras#605 · Opened Oct 29, 2025
`test_histogram_approx_cont` is flakey on the windows CI runner Open

bug help wanted tests

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#604 · Opened Oct 29, 2025
Remove thread-unsafe multiprocessing code from `pathfinder.py` Open

bug help wanted maintenance pytensor

Difficulty 3/5 1-2 days Newbie friendliness 35/100

pymc-devs/pymc-extras#603 · 2 comments · Opened Oct 29, 2025
Feature: allow multiple PymcStateSpace instances via name parameter Open

enhancements feature request statespace

Difficulty 5/5 Over a week Newbie friendliness 35/100

pymc-devs/pymc-extras#602 · 3 comments · 2 reactions · Opened Oct 24, 2025
Split `populate_component_properties` into separate properties/methods Open

enhancements good first issue help wanted statespace

Difficulty 3/5 1-2 days Newbie friendliness 62/100

pymc-devs/pymc-extras#598 · 1 comment · Opened Oct 17, 2025
ModelBuilder and _generate_and_preprocess_model_data() Open

Difficulty 4/5 3-5 days Newbie friendliness 38/100

pymc-devs/pymc-extras#596 · 1 reaction · Opened Oct 16, 2025
Improve support for statespace post-estimation tasks when working with point estimates Open

enhancements feature request help wanted statespace

Difficulty 5/5 Over a week Newbie friendliness 30/100

pymc-devs/pymc-extras#583 · Opened Sep 24, 2025
`convert_flat_trace_to_idata` throws NotImplementedError with Pathfinder and pymc inference backend Open

Difficulty 3/5 1-2 days Newbie friendliness 35/100

pymc-devs/pymc-extras#577 · 2 comments · Opened Sep 11, 2025
Replace Pandas with Narwhals in `Statespace` Open

enhancements help wanted statespace

Difficulty 4/5 3-5 days Newbie friendliness 38/100

pymc-devs/pymc-extras#575 · 2 reactions · Opened Sep 5, 2025
Add `ShiftedBetaGeometric` Distribution Open

Difficulty 5/5 Over a week Newbie friendliness 30/100

pymc-devs/pymc-extras#573 · 3 comments · Opened Aug 30, 2025
Creating function to transform Graphviz DPG model into Causal DAG Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

pymc-devs/pymc-extras#572 · 13 comments · 1 reaction · Opened Aug 28, 2025
`get_laplace_approx` should provide initial guesses for `x0` in a more principled manner Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#571 · 2 comments · Opened Aug 28, 2025
`laplace_marginal_rv_logp` should obtain latent dimension more robustly Open

Difficulty 4/5 3-5 days Newbie friendliness 48/100

pymc-devs/pymc-extras#570 · 1 comment · Opened Aug 28, 2025
Implement inference for the latent field in INLA Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

pymc-devs/pymc-extras#569 · Opened Aug 27, 2025
Calls to `pytensor.optimize.minimize` slow down `laplace_marginal_rv_logp` Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

pymc-devs/pymc-extras#568 · 10 comments · Opened Aug 27, 2025
`test_structural_model_against_statsmodels` is too complex Open

help wanted maintenance statespace tests

Difficulty 4/5 3-5 days Newbie friendliness 45/100

pymc-devs/pymc-extras#560 · Opened Aug 5, 2025
Check that order of observed states coincide between `build_statespace_graph` and `observed_state_names` Open

bug good first issue

pymc-devs/pymc-extras#556 · 1 assignee · Opened Aug 2, 2025
maintenance of statespace notebooks Open

docs help wanted maintenance statespace

Difficulty 3/5 1-2 days Newbie friendliness 45/100

pymc-devs/pymc-extras#553 · 14 comments · Opened Jul 31, 2025
Experiment with a Kalman Filter COp Open

enhancements feature request help wanted statespace

Difficulty 5/5 Over a week Newbie friendliness 25/100

pymc-devs/pymc-extras#552 · 6 comments · Opened Jul 28, 2025
Port Tensorflow STS Example to PyMC Open

docs good first issue statespace

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#551 · 5 comments · 1 reaction · Opened Jul 21, 2025
Support missing value interpolation when observed is DiscreteMarkovChain Open

bug help wanted

Difficulty 3/5 1-2 days Newbie friendliness 45/100

pymc-devs/pymc-extras#547 · 3 comments · Opened Jul 20, 2025
Better dimensions & coordinates for multivariate time series components Open

enhancements

Difficulty 4/5 3-5 days Newbie friendliness 45/100

pymc-devs/pymc-extras#545 · Opened Jul 19, 2025
Online Learning with State Space Linear Kalman Filter Open

feature request pytensor statespace

Difficulty 5/5 Over a week Newbie friendliness 35/100

pymc-devs/pymc-extras#540 · 1 comment · 1 reaction · Opened Jul 17, 2025
Univariate representation of variables in State Space Structural to match multivariate representation Open

maintenance request discussion statespace

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#536 · 3 comments · Opened Jul 9, 2025
Explore sparse matrices in statespace Open

enhancements feature request help wanted statespace

Difficulty 5/5 Over a week Newbie friendliness 30/100

pymc-devs/pymc-extras#535 · 7 comments · 1 reaction · Opened Jul 7, 2025
Implement INLA method for `pmx.fit` Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

pymc-devs/pymc-extras#532 · 1 comment · Opened Jun 30, 2025

pymc-devs/pymc-extras

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