Uber has open sourced it’s Pyro probabilistic programming language . “Pyro is a tool for deep probabilistic modeling, unifying the best of modern deep learning and Bayesian modeling “. I’m excited about exploring this new language!
There is a post over at the Data Science Gazette on Linear Regression by Hand. It is a fairly simple look at linear regression and Ordinary Least Squares, and demoing the computation in R. It doesn’t go much into the nitty gritty, but it does show how the linear algebra relates to the statistical regression output.