[ungzd]

Also probabilistic programming stuff: PyMC, Stan, Dimple, Church. Not sure if these are 'lesser known', PyMC is mentioned often, still much less hype nowadays than neural networks.

[muktabh]

Thanks for the suggestions. I don't think PyMC3 and Stan are less known, hence did not suggest to add them in the list. Dimple and Church look good additions. Will get them appended.

[digitalzombie]

Stan is pretty much known in the Bayesian statistic world no?

There are at least 3 Bayesian books in R using Stan.