This is a list of important changes to PyMC 3 relative to the 2.x releases.
- Added gradient-based MCMC samplers: Hamiltonian MC (
HMC) and No-U-Turn Sampler (NUTS) - Added slice sampler
- Automatic gradient calculations using Theano
- Convenient generalized linear model specification using Patsy formulae
- Parallel sampling via
multiprocessing(IPython parallel support planned) - New model specification using context managers