Probabilistic programming allows for automatic Bayesian inference on user-defined probabilistic models. Recent advances in Markov chain Monte Carlo (MCMC) sampling allow inference on increasingly complex models. This class of MCMC, known as Hamiltonian Monte Carlo, requires gradient information which is often not readily available. PyMC3 is a new open source probabilistic programming framework written in Python that uses Theano to compute gradients via automatic differentiation as well as compile probabilistic programs on-the-fly to C for increased speed. Contrary to other probabilistic programming languages, PyMC3 allows model specification directly in Python code. The lack of a domain specific language allows for great flexibility and direct interaction with the model. This paper is a tutorial-style introduction to this software package.

Governments are attempting to control the COVID-19 pandemic with nonpharmaceutical interventions (NPIs). However, the effectiveness of different NPIs at reducing transmission is poorly understood. We gathered chronological data on the implementation of NPIs for several European, and other, countries between January and the end of May 2020. We estimate the effectiveness of NPIs, ranging from limiting gathering sizes, business closures, and closure of educational institutions to stay-at-home orders. To do so, we used a Bayesian hierarchical model that links NPI implementation dates to national case and death counts and supported the results with extensive empirical validation. Closing all educational institutions, limiting gatherings to 10 people or less, and closing face-to-face businesses each reduced transmission considerably. The additional effect of stay-at-home orders was comparatively small.

Probabilistic Programming allows for automatic Bayesian inference on user-defined probabilistic models. Recent advances in Markov chain Monte Carlo (MCMC) sampling allow inference on increasingly complex models. This class of MCMC, known as Hamiltonian Monte Carlo, requires gradient information which is often not readily available. PyMC3 is a new open source Probabilistic Programming framework written in Python that uses Theano to compute gradients via automatic differentiation as well as compile probabilistic programs on-the-fly to C for increased speed. Contrary to other Probabilistic Programming languages, PyMC3 allows model specification directly in Python code. The lack of a domain specific language allows for great flexibility and direct interaction with the model. This paper is a tutorial-style introduction to this software package.

Background: Existing analyses of nonpharmaceutical interventions (NPIs) against COVID19 transmission have concentrated on the joint effectiveness of large-scale NPIs. With increasing data, we can move beyond estimating joint effects towards disentangling individual effects. In addition to effectiveness, policy decisions ought to account for the burden placed by different NPIs on the population. Methods: To our knowledge, this is the largest data-driven study of NPI effectiveness to date. We collected chronological data on 9 NPIs in 41 countries between January and April 2020, using extensive fact-checking to ensure high data quality. We infer NPI effectiveness with a novel semi-mechanistic Bayesian hierarchical model, modelling both confirmed cases and deaths to increase the signal from which NPI effects can be inferred. Finally, we study how much perceived burden different NPIs impose on the population with an online survey of preferences using the MaxDiff method. Results: Eight NPIs have a >95% posterior probability of being effective: closing schools (mean reduction in R: 50%; 95% credible interval: 39%-59%), closing nonessential businesses (34%; 16%-49%), closing high-risk businesses (26%; 8%-42%), and limiting gatherings to 10 people or less (28%; 8%-45%), to 100 people or less (17%; -3%-35%), to 1000 people or less (16%; -2%-31%), issuing stay-at-home orders (14%; -2%-29%), and testing patients with respiratory symptoms (13%; -1%-26%). As validation is crucial for NPI models, we performed 15 sensitivity analyses and evaluated predictions on unseen data, finding strong support for our results. We combine the effectiveness and preference results to estimate effectiveness-to-burden ratios. Conclusions: Our results suggest a surprisingly large role for schools in COVID-19 transmission, a contribution to the ongoing debate about the relevance of asymptomatic carriers in disease spreading. We identify additional interventions with good effectiveness-burden tradeoffs, namely symptomatic testing, closing high-risk businesses, and limiting gathering size. Closing most nonessential businesses and issuing stay-at-home orders impose a high burden while having a limited additional effect.

Probabilistic programming (PP) allows flexible specification of Bayesian statistical models in code. PyMC3 is a new, open-source PP framework with an intutive and readable, yet powerful, syntax that is close to the natural syntax statisticians use to describe models. It features next-generation Markov chain Monte Carlo (MCMC) sampling algorithms such as the No-U-Turn Sampler (NUTS; Hoffman, 2014), a self-tuning variant of Hamiltonian Monte Carlo (HMC; Duane, 1987). This class of samplers works well on high dimensional and complex posterior distributions and allows many complex models to be fit without specialized knowledge about fitting algorithms. HMC and NUTS take advantage of gradient information from the likelihood to achieve much faster convergence than traditional sampling methods, especially for larger models. NUTS also has several self-tuning strategies for adaptively setting the tunable parameters of Hamiltonian Monte Carlo, whicstatisticalh means you usually don't need to have specialized knowledge about how the algorithms work. PyMC3, Stan (Stan Development Team, 2014), and the LaplacesDemon package for R are currently the only PP packages to offer HMC.Probabilistic programming in Python confers a number of advantages including multi-platform compatibility, an expressive yet clean and readable syntax, easy integration with other scientific libraries, and extensibility via C, C++, Fortran or Cython. These features make it relatively straightforward to write and use custom statistical distributions, samplers and transformation functions, as required by Bayesian analysis.While most of PyMC3's user-facing features are written in pure Python, it leverages Theano (Bergstra et al., 2010) to transparently transcode models to C and compile them to machine code, thereby boosting performance. Theano is a library that allows expressions to be defined using generalized vector data structures called tensors, which are tightly integrated with the popular NumPy ndarray data structure, and similarly allow for broadcasting and advanced indexing, just as NumPy arrays do. Theano also automatically optimizes the likelihood's computational graph for speed and provides simple GPU integration.Here, we present a primer on the use of PyMC3 for solving general Bayesian statistical inference and prediction problems. We will first see the basics of how to use PyMC3, motivated by a simple example: installation, data creation, model definition, model fitting and posterior analysis. Then we will cover two case studies and use them to show how to define and fit more sophisticated models. Finally we will show how to extend PyMC3 and discuss other useful features: the Generalized Linear Models subpackage, custom distributions, custom transformations and alternative storage backends.