Bayesian Methods for Hackers
camdavidsonpilon.github.io
camdavidsonpilon.github.io
PyMC3 is nearing the first beta release and is a complete rewrite that's using Theano to add just-in-time-compilation as well as support for next-generation sampling methods like Hamiltonian Monte Carlo (e.g. NUTS): http://pymc-devs.github.io/pymc3/