Killer app for (Bayesian) regression analysis
In case you don't know Stan yet, it's a probabilistic programming language focused on Markov chain Monte Carlo sampling. You can run Stan from the command line, or you can use its interfaces from R, Python, MATLAB, or Julia.
Check out the excellent language manual to learn more, and then dive in! Kudos to Jonah, Michael Andreae, Yuanjun Gao, and Dongying Song, the developers!