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by Lofkin 3981 days ago
Unless you can help here, I see alot of pre coded models and older samplers, but nothing with a flexible JIT for user extensible variab;es and autodiff for newer HMC and NUTS type samplers. Exception being STAN, but that is its own C++ modeling language, can't talk to R functions , is more verbose than PYMC 3 and doesn't do discrete variables (unlike pymc3).