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by cshenton 3174 days ago
I had the same question when I was first choosing libraries for my current project!

So I put together this comparison of PyMC3, Edward, and Stan. It's jut doing bayesian inference on the location and scale of data sampled from a normal distribution. Super simple, but highlights the differences between the libraries.

https://github.com/cshenton/normal-comparison

Having worked with Edward, the LOC difference is deceptive. Edward has really solid abstract base classes, so developing on it is much more expressive for larger projects. I unequivocally recommend using Edward.

1 comments

That's useful, thanks!