I first found out about probabilistic programming in my later years of grad school when, looking for good tutorial on Bayesian inference, I stumbled upon the excellent Bayesian Methods for Hackers, which heavily features PyMC. I was (and in many ways I still am) a neophyte Bayesian methods, having ignored the quasi-religious sermons that my friends in operations research and actuarial sciences gave to any passer by, swearing by the name of simulation with strange and arcane words ending in UG...