Sampling example using PyMC3

PyMC3 is a powerful Python Bayesian framework that relies on Theano to perform high-speed computations (see the information box at the end of this paragraph for the installation instructions). It implements all the most important continuous and discrete distributions, and performs the sampling process mainly using the No-U-Turn and Metropolis-Hastings algorithms. For all the details about the API (distributions, functions, and plotting utilities), I suggest visiting the documentation home page http://docs.pymc.io/index.html, where it's also possible to find some very intuitive tutorials.

The example we want to model and simulate is based on this scenario: a daily flight from London to Rome has a scheduled departure ...

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