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. Its flexibility and extensibility make it applicable to a large suite of problems.
- Homepage: http://docs.pymc.io/notebooks/getting_started.html
- Why should it be included in the repo: This is an essential tool for doing Bayesian statistical analysis. I don't see any alternatives in the repo right now.
- Is it open source: Yes (Apache 2.0)
- Link to source file: https://github.com/pymc-devs/pymc3/archive/v3.3.tar.gz