You make a good point. It's been a while since I flipped through them, they just come up in lots of discussions on this topic. I agree that the series you link to is really great for PPL and Bayesian methods. You may find that the library upon which it's based (PyMC3) is built on top of Theano, which has been abandoned and deprecated. PyMC4 is around the corner and uses TensorFlow Probability. Early, informal reports say it's 10x faster.