NumPyro

Leverages JAX for automatic differentiation and JIT compilation, enabling fast inference on GPUs and TPUs, as shown in the README with optimized kernels for HMC.

Uces Pyro primitives like 'sample' and 'param', making it easy for Pyro users to transition, with similar distributions and inference algorithms.

Supports a range of methods including NUTS, variational inference, and handling of discrete latent variables via MixedHMC or enumeration.

Provides handlers to implement custom inference algorithms, allowing advanced users to extend functionality beyond built-in methods.