Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and ...

BoTorch is not the first Bayesian optimization tool. Facebook, however, argues that these existing libraries are difficult to extend and customize — and that they didn’t meet Facebook’s needs.

Roger Koenker, Ivan Mizera, Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules, Journal of the American Statistical Association ...