What is the naming convention in Python for variables and functions?

Coming from a C# background the naming convention for variables and methods are usually either camelCase or PascalCase:

// C# example
string thisIsMyVariable = "a"
public void ThisIsMyMethod()

In Python, I have seen the above but I have also seen snake_case being used:

# python example
this_is_my_variable = 'a'
def this_is_my_function():

Is there a more preferable, definitive coding style for Python?