Comment by nextos

Pyro was created by Uber AI Labs. Actually, by Geometric Intelligence, which was eventually acquired by Uber. Geometric Intelligence was founded by Gary Marcus, Zoubin Ghahramani and others. They also had Noah Goodman onboard.

AFAIK, Pyro was used in production to make predictions of demand with careful consideration of uncertainty. I was contacted by one of their recruiters when I was doing work in this area, and this was the application they showcased.

Meta is also doing a lot of related work on time series forecasting using Prophet, which employs Stan under the hood. In both cases, Bayesian methods are important to make inference robust, it's not just an academic exercise.