PyMC

PyMC (formerly known as PyMC3) is a <a href="/facts/Probabilistic_programming/73uGIo5w">probabilistic programming language</a> written in <a href="/facts/Python_(programming_language)/YbuGqofa">Python</a>. It can be used for Bayesian statistical modeling and probabilistic machine learning.
PyMC performs inference based on advanced Markov chain Monte Carlo and/or variational fitting algorithms.
It is a rewrite from scratch of the previous version of the PyMC software.
Unlike PyMC2, which had used <a href="/facts/Fortran/m1KqjcMU">Fortran</a> extensions for performing computations, PyMC relies on PyTensor, a Python library that allows defining, optimizing, and efficiently evaluating mathematical expressions involving multi-dimensional arrays.
From version 3.8 PyMC relies on <a href="/facts/ArviZ/gIUKyL1L">ArviZ</a> to handle plotting, diagnostics, and statistical checks. PyMC and <a href="/facts/Stan_(software)/bjgms9k9">Stan</a> are the two most popular <a href="/facts/Probabilistic_programming/73uGIo5w">probabilistic programming</a> tools.
PyMC is an <a href="/facts/Open-source_software/HzTaB8E9">open source</a> project, developed by the community and has been fiscally sponsored by NumFOCUS.
PyMC has been used to solve inference problems in several scientific domains, including
<a href="/facts/Astronomy/0ArJVM1p">astronomy</a>, 
<a href="/facts/Epidemiology/wgTmxoMA">epidemiology</a>,
molecular biology,
crystallography,
<a href="/facts/Chemistry/SrNqkGVm">chemistry</a>,
ecology
and psychology.
Previous versions of PyMC were also used widely, for example in
climate science,
public health, <a href="/facts/Neuroscience/o5RV8Cas">neuroscience</a>,
and parasitology.
After <a href="/facts/Theano_(software)/Ydap6eEv">Theano</a> announced plans to discontinue development in 2017, the PyMC team evaluated <a href="/facts/TensorFlow/kDwfBeNd">TensorFlow Probability</a> as a computational backend, but decided in 2020 to <a href="/facts/Fork_(software_development)/D6khxhpr">fork</a> Theano under the name Aesara.
Large parts of the Theano codebase have been refactored and compilation through <a href="/facts/Google_JAX/MnxmwXqc">JAX</a> and <a href="/facts/Numba/9Ma5TygS">Numba</a> were added.
The PyMC team has released the revised computational backend under the name PyTensor and continues the development of PyMC.

PyMC open-in-new

PyMC