[data_scientist]

Genuine question, why do you find Pymc3 better than stan? Pymc3 is still in alpha, while Stan is stable since many years. They both implements the same algorithm (NUTS), so is it just the nicer syntax or is it anything else?

[peatmoss]

I've made minimal use of Stan, and not really used Pymc3, but from a quick look, it seems Pymc3 is a bit more integrated than RStan. In RStan, you end up writing Stan code as an alien, wrapping the foreign syntax in quotes, and then shoveling the code as a string into Stan. There isn't really an R grammar for Stan as near as I can tell.

[Lofkin]

Aside from the written in python making it more natural and extensible and amenable to messing around with the models, pymc 3 can sample directly from discrete parameters and STAN cannot. Pymc3 has more sampling routines.