Probabilistic Programming Languages
PyMC[1] is a probabilistic programing language (PPL) with rich history and wide usage. It has implemented general-purpose algorithms including Metropolis-Hastings sampler, Hamiltonian Monte Carlo and No-U-Turn-Sampler.
PPL can reduce the great burden of computing manually. The best introduction to PyMC that I found is their paper[1].
Bibliography
- [1] O. Abril-Pla, V. Andreani, C. Carroll, L. Dong, C. J. Fonnesbeck, and others, “PyMC: a modern, and comprehensive probabilistic programming framework in Python,” PeerJ Computer Science, vol. 9, p. e1516, Sept. 2023, doi: 10.7717/peerj-cs.1516.