Bayesian Methods for Hackers - Introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python.
BayesOpt - Toolbox for bayesian optimization, experimental design and stochastic bandits.
Stan - State-of-the-art platform for statistical modeling and high-performance statistical computation.
pyts - Python package for time series classification.
Tea language - High-level Language and Runtime System for Automating Statistical Analyses.