After multiple problems trying to run stanford.edu/~mwaskom/software/seaborn/ in Anaconda and Enthought for Mac (many problems with dependencies and versions), I was able to run it from an Enthought virtual environment in Ubuntu (running on VirtualBox).
Following some of their tutorials I recreated the following:

But it bothers me that the fonts in use are not the ones designed for Seaborn, but the closest one.
Does anybody has experience in tweaking the font selection in matplotlib? Any good tutorial on how to use matplotlib's font manager?