Using FEniCS PDE solver together with PyMC3

It looks lightweight because most of the logic is hidden in the dependencies numpy-fenics-adjoint and pyadjoint. It is possible to remove the pyadjoint dependency though, at the expense that every FEniCS elemental operation would need to be wrapped as Theano Op. But that’s less user friendly since currently there is a clear separation of FEniCS part and PyMC3 part.
I think this work can well exist in a separate package. To make it more discoverable I’d make a better case study than the example from README and contribute that to the PyMC3’s notebooks gallery.

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