Pyro vs Pymc? What are the difference between these Probabilistic Programming frameworks?
(Updated for 2022) Pyro is built on PyTorch. It has full MCMC, HMC and NUTS support. It has excellent documentation and few if any drawbacks that I’m aware of. PyMC was built on Theano which is now a largely dead framework, but has been revived by a project called Aesara. PyMC3 is now simply called … Read more