I wanted to make sure that Pymc3 users with a bit more advanced skills in programming / compilers and such can follow some more alternatives that have been pursued to make the default gcc 5.3.0 compilers work on Windows 10. This is a long thread but definitely worth a read to delve deeper into the compilers issues that have been difficult to overcome. See this link below:
Windows 10 - Pymc3 - GCC Compilers
See particularly the more recent developments by @jedludlow and the results from some of the testing I had done with this experimental version of pymc3 which works with the default gcc-5.3.0 installed with mingw toolchain.