diff --git a/scripts/pymc3_to_4.sh b/scripts/pymc3_to_4.sh
new file mode 100644
index 00000000000..c79b85f6100
--- /dev/null
+++ b/scripts/pymc3_to_4.sh
@@ -0,0 +1,31 @@
+#!/bin/bash
+
+if [ -z "$1" ]
+  then
+    echo "Script to automatically convert code (*.py and *.ipynb) from PyMC3 to 4.0. Use with care."
+    echo "Usage: pymc3_to_4.sh <path>"
+    exit 1
+fi
+
+declare -a replace_strings=(
+    "s/az.from_pymc3/pm.to_inference_data/g"
+    "s/arviz.from_pymc3/pm.to_inference_data/g"
+    "s/pymc3/pymc/g"
+    "s/PyMC3/PyMC/g"
+    "s/from theano import tensor as tt/import aesara.tensor as at/g"
+    "s/import theano\.tensor as tt/import aesara.tensor as at/g"
+    "s/tt\./at./g"
+    "s/aet/at/g"
+    "s/studenat/studentt/g"
+    "s/theano/aesara/g"
+    "s/Theano/Aesara/g"
+    "s/pm\.sample()/pm.sample(return_inferencedata=False)/g"
+    "s/, return_inferencedata\=True//g"
+    "s/return_inferencedata\=True, //g"
+    "s/return_inferencedata\=True//g"
+)
+
+for replace in "${replace_strings[@]}"; do
+    find $1 -name "*.ipynb" -type f -exec sed -i -e "$replace" {} \;
+    find $1 -name "*.py" -type f -exec sed -i -e "$replace" {} \;
+done