Stan vs PyMc3 (vs Edward) – Towards Data Science

The holy trinity when it comes to being Bayesian. I will provide my experience in using the first two packages and my high level opinion of the third (haven't used it in practice). Of course then there is the mad men (old professors who are becoming irrelevant) who actually do their own Gibbs sampling. You specify the generative model for the data. You feed in the data as observations and then it samples from the posterior of the data for you.