PyMC3 is an open source project, developed by the community and fiscally sponsored by NumFocus. PyMC3 and Stan are the two most popular probabilistic programming tools. įrom version 3.8 PyMC3 relies on ArviZ to handle plotting, diagnostics, and statistical checks. Unlike PyMC2, which had used Fortran extensions for performing computations, PyMC3 relies on Theano for automatic differentiation and also for computation optimization and dynamic C compilation. It is a rewrite from scratch of the previous version of the PyMC software. PyMC3 is a Python package for Bayesian statistical modeling and probabilistic machine learning which focuses on advanced Markov chain Monte Carlo and variational fitting algorithms.
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