Comment by twiecki

There are packages that are just Python libraries, like PyMC3: http://pymc-devs.github.io/pymc3/ It allows you to specify a Probabilistic Program with a few lines of Python code (x ~ Normal(0, 1) becomes x = pymc3.Normal('x', 0, 1)) and then run automatic inference on whatever model you dream up, it's very powerful. I always found the approach of inventing a new language to specify Probabilistic Programs like Stan does a bit odd. There, you specify the model as a string and can't interact with it or debug if something goes wrong. Disclaimer: I'm a PyMC3 developer.