βBayesian Methods for Hackers - Introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python.

βBayesOpt - Toolbox for bayesian optimization, experimental design and stochastic bandits.

βStan - State-of-the-art platform for statistical modeling and high-performance statistical computation.

βStatistics Done Wrongβ

βpyts - Python package for time series classification.

βTea language - High-level Language and Runtime System for Automating Statistical Analyses.

βStatistical Thinking for the 21st Century - Open source textbook for statistics, with companions for R and Python. (Code)

βSeeing Theory - Visual introduction to probability and statistics. (HN)