For things that do not require more expressiveness than what Stan offers, I have found the speed and quality of sampling is outstanding. Furthermore, thanks to static typing, complex models are easy to write. To be fair, Pyro is also great and is my go-to for massive models where MCMC is unfeasible or for those requiring more expressiveness and/or deep components. I have less experience with PyMC.
Comments
For things that do not require more expressiveness than what Stan offers, I have found the speed and quality of sampling is outstanding. Furthermore, thanks to static typing, complex models are easy to write. To be fair, Pyro is also great and is my go-to for massive models where MCMC is unfeasible or for those requiring more expressiveness and/or deep components. I have less experience with PyMC.