https://www.pymc-labs.io/blog-posts/pymc-stan-benchmark/
MCMC for big datasets: faster sampling with JAX and the GPU
Scaling PyMC using JAX to sample on the GPU
Authored by Martin Ingram on 2021-12-22
“You’ll often hear people say that MCMC is too slow for big datasets…. But the developers of PyMC and Stan are constantly refining their samplers, and it’s now possible to fit models to much bigger datasets than you might think.”