Interesting. They talk about plain old Metropolis Hastings, which is pretty questionable.<p>Anyone excited about this, I highly recommend checking out Stan; it&#x27;s under active development, actually works with real problems, and is used in the real world. With NUTS and HMC they&#x27;ve really made good on their promises, and quite soon they&#x27;ll have meaningful ADVI support. See this former discussion: <a href="https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=10244771" rel="nofollow">https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=10244771</a>