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Recently, the PyMC4 developers submitted an abstract to the Program Transformations for Machine Learning NeurIPS workshop. I realized that despite knowing a thing or two about Bayesian modelling, I don’t understand how probabilistic programming frameworks are structured, and therefore couldn’t appreciate the sophisticated design work going into PyMC4. So I trawled through papers, documentation and source code1 of various open-source probabilistic programming frameworks, and this is what I’ve man...