diff --git a/docs/source/api.rst b/docs/source/api.rst
index 1ec1a12c0b..828fbc49a2 100644
--- a/docs/source/api.rst
+++ b/docs/source/api.rst
@@ -16,3 +16,4 @@ API Reference
    api/diagnostics
    api/backends
    api/math
+   api/data
\ No newline at end of file
diff --git a/docs/source/api/data.rst b/docs/source/api/data.rst
new file mode 100644
index 0000000000..bf5b65d898
--- /dev/null
+++ b/docs/source/api/data.rst
@@ -0,0 +1,8 @@
+*****
+Data
+*****
+
+.. currentmodule:: pymc3.data
+
+.. automodule:: pymc3.data
+   :members:
\ No newline at end of file
diff --git a/docs/source/api/inference.rst b/docs/source/api/inference.rst
index 5224d5e8d0..efbefb82dd 100644
--- a/docs/source/api/inference.rst
+++ b/docs/source/api/inference.rst
@@ -65,3 +65,11 @@ ADVI minibatch
 
 .. automodule:: pymc3.variational.advi_minibatch
    :members:
+
+ADVI approximations
+^^^^^^^^^^^^^^^^^^^
+
+.. currentmodule:: pymc3.variational.approximations
+
+.. automodule:: pymc3.variational.approximations
+   :members:
diff --git a/pymc3/sampling.py b/pymc3/sampling.py
index 5220ff0b76..be64d820f3 100644
--- a/pymc3/sampling.py
+++ b/pymc3/sampling.py
@@ -149,6 +149,26 @@ def sample(draws, step=None, init='ADVI', n_init=200000, start=None,
     -------
     trace : pymc3.backends.base.MultiTrace
         A `MultiTrace` object that contains the samples.
+
+    Examples
+    --------
+    .. code:: ipython
+
+        >>> import pymc3 as pm
+        ... n = 100
+        ... h = 61
+        ... alpha = 2
+        ... beta = 2
+
+    .. code:: ipython
+
+        >>> with pm.Model() as model: # context management
+        ...     p = pm.Beta('p', alpha=alpha, beta=beta)
+        ...     y = pm.Binomial('y', n=n, p=p, observed=h)
+        ...     trace = pm.sample(2000, tune=1000, njobs=4)
+        >>> pm.df_summary(trace)
+               mean        sd  mc_error   hpd_2.5  hpd_97.5
+        p  0.604625  0.047086   0.00078  0.510498  0.694774
     """
     model = modelcontext(model)