There is also an exotic example of how to build a custom sampler in PyMC3 that takes advantage of conjugacy: Using a custom step method for sampling from locally conjugate posterior distributions — PyMC3 3.11.2 documentation
There is also an exotic example of how to build a custom sampler in PyMC3 that takes advantage of conjugacy: Using a custom step method for sampling from locally conjugate posterior distributions — PyMC3 3.11.2 documentation