I wrote a jupyter notebook that uses CmdStanPy and plotnine to work through the radon case study from Gelman and Hill 2007, chapter 12. This it the poster child for multilevel regression models. In writing this case study, I ran across similar tutorials for PyTorch and TFP.
The notebook, models, and data is checked into the example-models repo in subfolder jupyter/radon.
The case study is on the mc-stan.org website:
Multilevel regression modeling with CmdStanPy and plotnine
I hope y’all will learn as much from reading it as I learned from writing it.