I second for PyMC3 - a great library. And just recently I went through <a href="https:&#x2F;&#x2F;github.com&#x2F;markdregan&#x2F;Bayesian-Modelling-in-Python" rel="nofollow">https:&#x2F;&#x2F;github.com&#x2F;markdregan&#x2F;Bayesian-Modelling-in-Python</a>.