PyMC's Big Adventure: Lessons Learned from the Development of Open-source Software for Probabilistic Programming

The PyMC project is a team of open source developers devoted to the development of software for applied Bayesian statistics and probabilistic machine learning. Broadly, our objective is to produce Python implementations of state-of-the-art methods that can be used by a wide range of non-expert analysts, thereby democratizing probabilistic programming and putting powerful Bayesian methods in the hands of those who need them most: economists, astronomers, epidemiologists, ecologists, and more. Our current product, PyMC3, allows users to implement arbitrary probabilistic models using a high-level API that is analogous to specifying a model on a whiteboard.