PyMC: Markov Chain Monte Carlo
If you've been looking to implement Markov chain Monte Carlo using python then you might be interested in PyMC.
From the PyMC site:
PyMC is a python module that implements a suite of MCMC algorithms as python classes, and is extremely flexible and applicable to a large suite of problems. PyMC includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.
The user's guide is very nicely done with excellent examples which make usage extremely clear. Take a look and give it a shot. It will make your life simpler.