pymc
https://github.com/pymc-devs/pymc
Python
Bayesian Modeling in Python
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- Issues
- Sampling with Numba backend results in an IndexError
- Advi not working with `pm.censored` module
- Introductory example for Arbitrary Distributions
- Improve advice / diagnostics when VI gives terrible results
- Refactor sampler warnings to a serializable data structure
- Can't stick strings into a `pm.Data` container
- `compile_forward_sampling_function` does not take into consideration shape of variables in trace
- For smc.py, add to the attributes section under SMC_KERNEL class
- Stop squeezing stats by default
- Support sparse sample stats
- Docs
- Python not yet supported