Probabilistic programming in Python using PyMC3

@article{Salvatier2016ProbabilisticPI,
  title={Probabilistic programming in Python using PyMC3},
  author={John Salvatier and Thomas V. Wiecki and Christopher J Fonnesbeck},
  journal={PeerJ Comput. Sci.},
  year={2016},
  volume={2},
  pages={e55}
}
Probabilistic Programming allows for automatic Bayesian inference on user-defined probabilistic models. Recent advances in Markov chain Monte Carlo (MCMC) sampling allow inference on increasingly complex models. This class of MCMC, known as Hamiltonian Monte Carlo, requires gradient information which is often not readily available. PyMC3 is a new open source Probabilistic Programming framework written in Python that uses Theano to compute gradients via automatic dierentiation as well as compile… Expand
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