PyMC is a python module for Bayesian statistical modeling and model fitting which focuses on advanced Markov chain Monte Carlo fitting algorithms. Its flexibility and extensibility make it applicable to a large suite of problems.
Check out the Tutorial!
PyMC 3 is alpha software and is not ready for use in production. We encourage most new users to use the current release version in the PyMC 2.3 branch. Release versions are also available on PyPI and Binstar.
Features
Intuitive model specification syntax, for example, x ~ N(0,1) translates to x = Normal(0,1)
Powerful sampling algorithms such as Hamiltonian Monte Carlo
Easy optimization for finding the maximum a posteriori point
Theano features
Numpy broadcasting and advanced indexing
Linear algebra operators
Computation optimization and dynamic C compilation
Simple extensibility
Getting started
PyMC 3 Tutorial
Coal Mining Disasters model in PyMC 2 and PyMC 3
Global Health Metrics & Evaluation model case study for GHME 2013
Stochast