Gaussian Process

I wouldn’t think so. The external NUTS samplers are fairly mature at this point. Nutpie, blackjax and numpyro are almost always faster than the standard pymc implementation of NUTS and very accurate.

People still occasionally run into bugs when moving between architectures, like some models don’t port to JAX for sampling. You can skim the bug reports related to numpyro (for example) if you are worried something might be breaking. Otherwise, you should be okay.

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