PyMC3 primer

PyMC3 is a Python library for probabilistic programming. The last version at the moment of writing is 3.6. PyMC3 provides a very simple and intuitive syntax that is easy to read and that is close to the syntax used in the statistical literature to describe probabilistic models. PyMC3's base code is written using Python, and the computationally demanding parts are written using NumPy and Theano.

Theano is a Python library that was originally developed for deep learning and allows us to define, optimize, and evaluate mathematical expressions involving multidimensional arrays efficiently. The main reason PyMC3 uses Theano is because some of the sampling methods, such as NUTS, need gradients to be computed, and Theano knows how to compute gradients using what is known as automatic differentiation. Also, Theano compiles Python code to C code, and hence PyMC3 is really fast. This is all the information about Theano we need to have to use PyMC3. If you still want to learn more about it, start reading the official Theano tutorial at http://deeplearning.net/software/theano/tutorial/index.html#tutorial.